This paper studies the mixed H − /H ∞ fault detection filtering of Itô-type nonlinear stochastic systems. Mixed H − /H ∞ filtering combines the system robustness to the external disturbance and the sensitivity to the fault of the residual signal. Firstly, for Itô-type affine nonlinear stochastic systems, some sufficient criteria are obtained for the existence of H − /H ∞ filter in terms of Hamilton-Jacobi inequalities (HJIs). Secondly, for a class of quasi-linear Itô systems, a sufficient condition is given for the existence of H − /H ∞ filter by means of linear matrix inequalities (LMIs). Finally, a numerical example is presented to illustrate the effectiveness of the proposed results.