AbstractIn this paper, a non‐fragile fault‐tolerant control strategy is developed for a class of Markovian jump systems against actuator and sensor faults. By taking the sensor fault as an augmented state, the original system is transformed into a descriptor one. Then, an adaptive observer is designed for the descriptor system to simultaneously estimate the states, actuator fault and sensor fault. Moreover, a non‐fragile fault‐tolerant controller is designed to stabilize the resulting closed‐loop system, by using the information of the actuator fault reconstruction. Owing to the non‐fragile property, this controller proves to be highly stable against its intrinsic perturbations. Sufficient conditions of the existence of the designed observer and fault‐tolerant controller are given in terms of linear matrix inequalities. Finally, a practical example of F‐404 aircraft is provided to demonstrate the effectiveness of the proposed method.