This article focuses on the bumpless transfer H∞ anti-disturbance control problem for switching Markovian LPV systems under a hybrid switching law. A parameter-dependent multiple piecewise disturbance observer-based bumpless transfer control strategy is put forward to reject multiple disturbances and reduce switching bumps. First, a hybrid switching law making full use of determinacy and randomness is proposed to improve the bumpless transfer anti-disturbance level by introducing a fixed dwell time in random switching. Second, a generalized bumpless transfer anti-disturbance specification is given to describe the switching quality at the switching points of switching Markovian LPV systems. Third, a solvability condition is established for the bumpless transfer H∞ anti-disturbance control problem, and a parameter-dependent multiple piecewise disturbance observer-based bumpless transfer controller is designed. Finally, an application example has been supplied to demonstrate the availability of the developed method.