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In this paper, the control for the heat exchanger systems is related. According to the traits of the heat exchanger system, a class of Markovian jump bilinear systems with saturating actuator and time-varying delays is derived. Then the problem of delay-dependent H∞ stabilization control for this class of Markovian jump bilinear systems is considered. Sufficient conditions for the delay-dependent stability of the closed-loop system via a state feedback control are developed by using stochastic Lyapunov-Krasovskii approach and the H∞ stabilization control is designed to make the stochastic stable system achieve γ disturbance attenuation. An estimation for the domain of attraction of the origin can also be obtained. An illustrative numerical example is provided to demonstrate the effectiveness of the proposed approach.