This paper studies the output regulation problem for a class of switched stochastic systems with sampled-data control. Solutions to the output regulation problem are given in two situations. On the one hand, the exogenous signal is assumed to be a constant. By designing a sampled-data state feedback controller, we obtain that the closed-loop system is mean-square exponentially stable and the regulation output tends to zero. On the other hand, the exogenous signal is assumed to be time-varying with bounded derivative. By constructing a class of Lyapunov-Krasovskii functional and a switching rule which satisfies the average dwell time, sufficient conditions for the solvability of practical output regulation problem are given for switched stochastic systems. Finally, numerical examples are given to illustrate the effectiveness of the method.