The paper focuses on the asynchronous filter design based on hidden Markovian model for Markovian jump systems with time-delay and external disturbances. Cyber nonlinearities in the communication environment are also considered. To further reduce the network bandwidth usage, an internal dynamic variable is introduced based on the previously extensively studied (static) event-triggered method, which is called dynamic event-triggered approach. The hidden Markovian model is utilized to characterize the asynchronous phenomenon caused by clock signals out of sync between system and filter mode. Then, according to the augmented filtering error system dynamics, some less conservative sufficient conditions are proposed to guarantee the stochastic stability with H∞ performance. Consecutively, the filter parameter-solving problem is synthesized by a convex optimization problem. Finally, two numerical simulations are presented to demonstrate the effectiveness of the proposed approach.