Abstract. We prove maximal L p -regularity for the stochastic evolution equation dU (t) + AU (t) dt = F (t, U (t)) dt + B(t, U (t)) dW H (t), t ∈ [0, T ], U (0) = u 0 , under the assumption that A is a sectorial operator with a bounded H ∞ -calculus of angle less than 1. Introduction. Maximal L p -regularity techniques have been pivotal in much of the recent progress in the theory of parabolic evolution equations (see [2,22,25,54,76,86] and the references therein). Among other things, such techniques provide a systematic and powerful tool to study nonlinear and time-dependent parabolic problems.For stochastic parabolic evolution equations, maximal L p -regularity results have been obtained previously by Krylov for second order problems on R d [44,46,47,48,49], by Kim for second order problems on bounded domains in R d [43], and by Mikulevicius and Rozovskii for Navier-Stokes equations [63]. A systematic theory of maximal L p -regularity for stochastic evolution equations, however, based on abstract operator-theoretic properties of the operators governing the equation, has yet to be developed. A first step towards such a theory has been taken in our recent paper [68], where it was shown that if A is a sectorial operator with a bounded H ∞ -calculus of angle <