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This paper studies the problem of the event-triggered control of nonaffine stochastic nonlinear systems with actuator hysteresis. The echo state network (ESN) is introduced to approximate an unknown nonlinear function. The command filtering technology is used to avoid the derivation of the virtual controller in the controller design process and tries to solve the problem of complexity explosion in the traditional method. Based on Lyapunov’s finite-time stability theory, the proposed method verifies the stability of non-affine stochastic nonlinear systems. It is proved that the proposed controller method can guarantee that all of the signals in the closed-loop system are bounded, and the tracking error can converge to a minimal neighborhood of zero even if there exists an actuator hysteresis. The effectiveness of the proposed method is demonstrated by the simulation example. The simulation results show that the proposed method is effective.