In this paper, we consider the containment control problem for the switched multi-agent system which is composed of continuous-time and discrete-time subsystems. Continuous-time protocol based on the relative state measurements of agents are designed for the switched multi-agent system with multiple stationary and dynamic leaders, respectively. By using graph theory and matrix theory, some necessary and sufficient conditions are obtained for solving the containment control problem under arbitrary switching. When the leaders are dynamic, impulsive protocol are also proposed for the switched multi-agent system. The simulation results are given to verify the effectiveness of the theoretical results.