This paper is concerned with event-triggered dissipativity of interconnected stochastic systems, where data transmission from one subsystem to the other is completed via a communication network. A novel distributed discrete event-triggered transmission scheme is proposed to determine whether or not the sampled data should be transmitted. Under this scheme, a new event-triggered dissipative control protocol is proposed by introducing event-triggered mechanisms and a zero order holder to deal with network-induced delays. The networked interconnected stochastic system will be modeled as a stochastic system with an artificial delay. For the closed-loop stochastic system, a novel discontinuous Lyapunov functional is constructed to use the sawtooth structure characteristics of the artificial delay. Based on this discontinuous Lypuanov functional, a simplified and efficient dissipativity condition for the networked interconnected stochastic systems is derived and the corresponding controller design method is proposed. Finally, a superheated steam system is employed to illustrate the effectiveness of the obtained results.