Summary: This article investigates the finite‐time consensus control for stochastic multi‐agent systems (SMASs) by using adaptive techniques. First, we propose a finite‐time adaptive consensus protocol for SMASs with node‐based adaptive law design method. Second, a finite‐time adaptive consensus protocol is also proposed for SMASs by adding a dynamical scaling parameter to the weights on the edges of the communication graph. Finally, two simulation examples are provided to verify the effectiveness of the two consensus protocols. [ABSTRACT FROM AUTHOR]