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Summary: In this paper, the dynamic self‐triggered output‐feedback control problem is investigated for a class of nonlinear stochastic systems with time delays. To reduce the network resource consumption, the dynamic event‐triggered mechanism is implemented in the sensor‐to‐controller channel. Criteria are first established for the closed‐loop system to be stochastically input‐to‐state stable under the event‐triggered mechanism. Furthermore, sufficient conditions are given under which the closed‐loop system with dynamic event‐triggered mechanism is almost surely stable, and the output‐feedback controller as well as the dynamic event‐triggered mechanism are co‐designed. Moreover, a dynamic self‐triggered mechanism is proposed such that the nonlinear stochastic system with the designed output‐feedback controller is stochastically input‐to‐state stable and the Zeno phenomenon is excluded. Finally, a numerical example is provided to illustrate the effectiveness of proposed dynamic self‐triggered output‐feedback control scheme. [ABSTRACT FROM AUTHOR]