This paper proposed a new class of stochastic cellular neural networks (SCNNs) with distributed time delays. It is driven by time‐varying Brownian motion. By constructing the Lyapunov functions with a more concise form and using the time‐varying Itô formula, combining some inequality techniques, this paper proved the almost surely exponential stability and the
p$$ p $$‐th moment exponential stability of the solution of the SCNNs. The numerical example verifies the theoretical results of this paper.