This paper is concerned with the finite-time synchronization problem of coupled hierarchical hybrid delayed neural networks. This coupled hierarchical hybrid neural networks consist of a higher level switching and a lower level Markovian jumping. The time-varying delays are dependent on not only switching signal but also jumping mode. By using a less conservative weighted integral inequality and stochastic multiple Lyapunov-Krasovskii functional, new finite-time synchronization criteria are obtained, which makes the state trajectories be kept within the prescribed bound in a time interval. Finally, an example is proposed to demonstrate the effectiveness of the obtained results.