In this article, the finite-time sliding mode control (SMC) issue is discussed for stochastic Markovian jump discrete systems (MJDSs) subject to actuator failure, probabilistic delay, and external disturbance. The phenomenon of actuator failure is characterized by utilizing an effectiveness factor and a stuck fault function. Our aim is to propose a new finite-time sliding mode fault-tolerant control (SMFTC) strategy for the corresponding closed-loop system. Additionally, based upon the discrete partitioning strategy, the desired sliding mode controller is provided to drive the system from an initial state into the neighborhood of the prescribed sliding surface. Finally, the simulation examples are given to illustrate the effectiveness of the control scheme obtained.