This paper focuses on existence, uniqueness, and stability analysis of solutions for a new kind of delayed integro-differential neural networks with Markovian switches in delays and noises. The studied system combines many types of integro-differential neural network treatises in the literature. After having presented the studied system, the existence and uniqueness of solutions are shown under Lipschitz condition. By using the Lyapunov-Krasovskii functional, some stochastic analysis techniques and the M-matrix approach, stochastic stability, and general decay stability are established. Finally, a numerical example is given to validate the main established theoretical results.