This paper addresses the problem of disturbance rejection control for Markovian jump linear systems with matched and mismatched disturbances. Based on the state and disturbance estimates obtained by the proposed discontinuous or continuous extended sliding mode observers, the composite controllers are designed to actively reject the disturbance. Moreover, the problem of stochastic stability analysis for the estimation error systems and the closed-loop systems are also performed respectively. Finally, a numerical example is provided to illustrate the efficiency and advantage of the proposed methods. (C) 2016 Elsevier Ltd. All rights reserved.