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The globally exponential stabilization problem is investigated for a general class of stochastic Cohen-Grossberg neural networks with both Markovian jumping parameters and mixed mode-dependent time-delays. The mixed time-delays consist of both discrete and distributed delays. This paper aims to design a memoryless state feedback controller such that the closed-loop system is stochastically exponentially stable in the mean square sense. By introducing a new Lyapunov-Krasovskii functional that accounts for the mode-dependent mixed delays, stochastic analysis is conducted in order to derive delay-dependent criteria for the exponential stabilization problem. Three numerical examples are carried out to demonstrate the feasibility of our delay-dependent stabilization criteria.