This paper investigates a combined H ∞ and anti-disturbance control problem for a class of semi-Markovian jump nonlinear systems with constant time delay, and both modeled and unmodeled disturbances. In particular, the modeled disturbance is thought to be produced by a nonlinear exogenous system and is estimated by introducing a mode-dependent nonlinear disturbance observer. The desired controller for the addressed system is then proposed, which consists of two components: (i) state feedback, which ensures the system's stochastic stability by attenuating the unmodeled disturbance; and (ii) disturbance estimate, which compensates for the modeled disturbance effect. Following that, a novel mode-dependent asymmetric Lyapunov-Krasovskii functional is used to derive the sufficient conditions for the existence of the proposed controller and disturbance observer. The developed theoretical results are supported by three numerical examples that demonstrate the utility of the proposed design method.