In this article, we study the problem of robust H∞ performance analysis for a class of uncertain Markovian jump systems with mixed overlapping delays. Our aim is to present a new delay‐dependent approach such that the resulting closed‐loop system is stochastically stable and satisfies a prescribed H∞ performance level χ. The jumping parameters are modeled as a continuous‐time, finite‐state Markov chain. By constructing new Lyapunov‐Krasovskii functionals, some novel sufficient conditions are derived to guarantee the stochastic stability of the equilibrium point in the mean‐square. Numerical examples show that the obtained results in this article is less conservative and more effective. The results are also compared with the existing results to show its conservativeness. © 2016 Wiley Periodicals, Inc. Complexity 21: 460–477, 2016