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The paper treats stationary response of a stochastically excited multi-degree-of-freedom (multi-DOF) vibro-impact system undergoing Markovian jump. The vibro-impact system with sudden abrupt changes in substructures or external excitations is modeled as a continuous-discrete Markovian jump system, which is essentially different from the traditional vibro-impact model. It is demonstrated that the random jump factors switch between a finite number of modes. This salient feature allows us to identify this type of dynamic behaviors as response of hybrid vibro-impact systems undergoing Markovian jump. Utilizing a two-step approximate technique, we can reduce the considered multi-DOF hybrid system to one-dimensional averaged Itô equation of the form of system’s total energy. The approximate analytical solution of the associated Fokker–Planck–Kolmogorov (FPK) equation of system’s energy is derived to predict the stationary response of original hybrid systems.