In this paper, the stochastic SIS epidemic model with vaccination under regime switching is further investigated. A new threshold Rs0 which is different from that given in [22] is established. A new technique to deal with the nonlinear incidence and vaccination for stochastic epidemic model under regime switching is proposed. When Rs0 > 0, the existence of a unique stationary distribution and the ergodic property are obtained by constructing a new stochastic Lyapunov function with Markov switching. The corresponding result which is acquired in [22] is improved and extended.