This paper investigates the finite‐time H∞$$ {H}_{infty } $$ control of Itô‐type stochastic nonlinear systems. Considering the transient performance and anti‐interference ability within a given limited time interval, the control strategy of stochastic nonlinear systems is researched. A new sufficient condition for mean‐square finite‐time boundedness for stochastic nonlinear system is developed. Due to the state components are not available, a state observer is designed. Based on the estimated state, an H∞$$ {H}_{infty } $$ controller is proposed and Linear Matrix Inequality (LMI) conditions are given, which not only guarantee the mean‐square finite‐time boundedness but also satisfy the corresponding H∞$$ {H}_{infty } $$ performance. Finally, two examples are given to demonstrate the effectiveness of the results.
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