This article addresses the asynchronous guaranteed cost control (GCC) problems for interval type‐2 (IT2) fuzzy continuous‐time Markov jump systems (C‐TMJSs) with quantization and non‐consecutive transmission. A dynamic event‐triggered mechanism (ETM) for IT2 fuzzy C‐TMJSs is designed to address the limited bandwidth and communication burden, which incorporates mode‐dependent thresholds and weighting matrices. An asynchronous IT2 fuzzy guaranteed cost controller possessing unmatched premise variable information is developed to stabilize the considered system, achieving desired GCC performance. The relationship between system mode and controller mode is described by the hidden Markov model (HMM). A quantizer is employed to quantize the signal prior to transmission to the next node, modeled as a stochastic quantization utilizing the HMM. Furthermore, an improved mode‐dependent and fuzzy‐dependent Lyapunov function is constructed for stability analysis, and the conditions of optimal GCC performance are derived. Finally, two examples are performed to validate the effectiveness of the proposed algorithms.