Sensitivity analysis of multibody systems computes the derivatives of general cost functions that depend on the system solution with respect to parameters or initial conditions. This work develops adjoint sensitivity analysis for hybrid multibody dynamic systems. Hybrid systems are characterized by trajectories that are piecewise continuous in time, with finitely-many discontinuities being caused by events such as elastic/inelastic impacts or sudden changes in constraints. The corresponding direct and adjoint sensitivity variables are also discontinuous at the time of events. The framework discussed herein uses a jump sensitivity matrix to relate the jump conditions for the direct and adjoint sensitivities before and after the time event, and provides analytical jump equations for the adjoint variables. The theoretical framework for sensitivities for hybrid systems is validated on a five-bar mechanism with non-smooth contacts.