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This paper investigates nonlinear random vibration of double deck rocking self-centering pier structure subjected to seismic excitation. First of all, a novel type of double deck rocking self-centering pier that offers better resilience is designed. The stochastic dynamical model of the system is then established, in which the seismic excitation is viewed as Kanai–Tajimi filtered white noise and the self-centering restoring force is characterized by classical flag-shaped hysteretic model. Subsequently, the self-centering restoring force is decomposed into equivalent quasi-linear elastic and damping forces by adopting the harmonic balance (HB) scheme. Following this, the stochastic averaging (SA) technique is implemented to derive the averaged Itô equation. The steady-state response probability density with respect to the amplitudes is solved from the averaged Fokker–Planck–Kolmogorov (FPK) equation. Finally, the effects of system parameters on the stochastic response of the double deck rocking self-centering pier structure are performed, and validated by the Monte Carlo simulation (MCS). In addition, with the help of the Laplace transform, the transition function as well as conditional power spectral density are achieved, which are combined with the steady-state probability density to obtain the power spectral density response. This research will contribute to the optimal seismic design of double-deck rocking self-centering piers. [ABSTRACT FROM AUTHOR]