This paper deals with the class of continuous-time linear stochastic hybrid systems with Wiener process. The H_∞ stochastic stabilization problem is treated. LMIs based conditions are developed to design the state feedback controller that stochastically stabilizes the studied class of systems and at the same time reject the disturbance rejection of a desired level. The minimum disturbance rejection is also determined. Numerical examples are given to show the usefulness of the proposed results.