A stochastic SIAM (Susceptible individual–Infected individual–Aware individual–Media coverage) epidemic system with Lévy jumps and distributed time delay is established, which is utilized to investigate hybrid dynamic effects of media coverage and incubation on infectious disease transmission. Stochastically ultimate boundedness of the positive solution is discussed. Existence of a unique global positive solution is studied. By constructing appropriate stochastic Lyapunov functions, existence of a unique ergodic stationary distribution is investigated. Sufficient conditions are derived to discuss exponential ergodicity based on verifying a Foster–Lyapunov condition. Furthermore, sufficient conditions for persistence in mean and extinction of infectious disease are investigated. Finally, numerical simulations are carried out to show consistency with theoretical analysis.