This article reports on exponential synchronization for stochastic coupled neural networks (NNs) with mixed time‐varying delays, stochastic coupling strength, and Markovian switching. In order to reduce the amount of data transmission and save network resources, an event‐triggered control method is provided in this study. When the triggered condition can be met, the data can be transmitted so that the master and slave systems with limited resources and bandwidth can realize synchronization. By the Lyapunov stability theory and several analysis skills of matrix properties, some new criteria are obtained to make sure that stochastic coupled NNs are mean square exponential stability. These criteria are provided by linear matrix inequalities. Finally, a numerical case further demonstrates the validity of the proposed criteria.