In this paper, we propose a new class of stochastic process called (µ, ν)-pseudo almost auto-morphic in p-mean, which generalize in a natural fashion the concept of square-mean almost automorphy and its various extensions. As application, we establish the existence, uniqueness of (µ, ν)-pseudo almost automorphic in p-distribution mild solution to nonautonomous stochastic functional integro-differential equations. Finally, an example is given to illustrate the significance of the main findings