In this article, a notion of bi-spatial continuous random dynamical system is introduced between two completely separable metric spaces. It is show that roughly speaking, if such a random dynamical system is asymptotically compact and random absorbing in the initial space, then it admits a bispatial pullback attractor which is measurable in two spaces. The measurability of pullback attractor in the regular spaces is completely solved theoretically. As applications, we study the dynamical behaviour of solutions of the nonautonomous stochastic fractional power dissipative equation on R N with additive white noise and a polynomial-like growth nonlinearity of order p, p ≥ 2. We prove that this equation generates a bi-spatial (L 2 (R N ), H s (R N ) ∩ L p (R N ))continuous random dynamical system, and the random dynamics for this system is captured by a bi-spatial pullback attractor which is compact and attracting in H s (R N ) ∩ L p (R N ), where H s (R N ) is a fractional Sobolev space with s ∈ (0, 1). Especially, the measurability of pullback attractor is individually derived by proving the the continuity of solutions in H s (R N ) and L p (R N ) with respect to the sample. A difference estimates approach, rather than the usual truncation estimate and spectral decomposition technique, is employed to overcome the loss of Sobolev compact embedding in H s (R N ) ∩ L p (R N ), s ∈ (0, 1), N ≥ 1.2010 Mathematics Subject Classification. Primary: 35R60, 35B40, 35B41; Secondary: 35B65. Key words and phrases. Bi-spatial continuous random dynamical system, fractional power dissipative equation, fractional Sobolev space, pullback attractor, measurability.The operator (−∆) s with s ∈ (0, 1) is called a fractional power Laplacian, whose limit as s ↑ 1 is the classic Laplacian ∆, see [17]. It is a nonlocal generalization of the classic Laplacian that is often used to model the diffusive processes, see [17,27,40] and the references therein. As for the long-time dynamics, Hu et al [32] discussed the existence of a random attractor in L 2 (R N ) for the fractional power dissipative stochastic equation with additive noises. Wang [46] discussed the existence and uniqueness of random attractor for the same equation with multiplicative noise on bounded domain. The dynamics of 3D Ginzburg-Landau equation involving fractional power Laplacian ware studied in [33,34]. Most recently, Gu et al [21] obtained the regularity of the random attractor for problem (1) in H s (R N ) in the case of multiplicative noise, where the authors employed the tail estimate and spectral decomposition technique to overcome the loss of compactness on unbounded domains. But little is known about the continuity and measurability of its solutions in H s (R N ) and L p (R N ) for s ∈ (0, 1) and p ≥ 2. In this paper, we prove the existence, regularity and measurability of pullback attractors for the stochastic fractional power dissipative equation (1) defined on the whole space R N .Most of the stochastic partial differential equations (SPDEs) present a regular solut...