The problem of full-order observer design for a class of delayed nonlinear systems with unknown inputs and Markovian jumping parameters is considered. The design method is formulated as solving a set of linear matrix inequalities (LMI's). Extending the results of nonlinear observer design to Markovian jump systems with time-varying delays is the main advantages of this paper. The sufficient LMI conditions are dependent on both the upper and lower bounds of delay. The effectiveness of the proposed method is shown via an illustrative example.