Aiming at a class of discrete-time stochastic systems with Markov jump features, the state-feedback predictive control problem under probabilistic constraints of input variables is researched. On the basis of the concept and method of the multi-layer probabilistic sets, the predictive controller design algorithm with the soft constraints of different probabilities is presented. Under the control of the multi-step feedback laws, the system state moves to different ellipses with specified probabilities. The stability of the system is guaranteed, the feasible region of the control problem is enlarged, and the system performance is improved. Finally, a simulation example is given to prove the effectiveness of the proposed method.