This paper is devoted to investigating the dynamic output feedback (DOF) control problem of Markovian jump neutral-type stochastic systems with a guaranteed cost function. Both of the state and measurement equations contain time delays. Mode-dependent DOF controllers are first designed such that the closed-loop system is asymptotically stable in mean-square and an adequate performance level of this system is guaranteed. Then, sufficient conditions for the solvability of this problem are derived in the form of linear matrix inequalities (LMIs). A numerical example is presented to reveal the effectiveness of our findings.