Distributed containment control of multi-agent systems with asynchronous switching and stochastic disturbances under a time-invariant directed graph is studied. Since both the process of identifying an active subsystem and that of applying a matched controller to the corresponding subsystem need to consume time, the controller switching usually lags behind the subsystem switching. In order to show that the controllers are still effective to tolerate some time delay, a multiple Lyapunov function is selected to present stability conditions. By employing stochastic stabilisation theory and matrix transformation, the problem of containment control is transformed to that of stability analysis of the closed-loop system and exponential stabilisation in mean square sense is achieved. Finally, two simulation examples are given to verify the effectiveness of the proposed results.