In this paper, the dynamical behaviors of a bistable piezoelectric and electromagnetic hybrid energy harvester under the colored noise are studied, which is considered the effects of timedelayed feedback control. Firstly, the lumped parameter electromechanical coupling motion equation of a bistable piezoelectric and electromagnetic energy harvester is established. The expressions of stationary probability density (SPD) and average output power of the system are derived by adopting the improved stochastics averaging method of energy envelope. The obtained theoretical solution is verified by numerical results through Monte Carlo numerical method. Secondly, the influences of time delay and feedback gains on the system output power is analyzed. The results show that within a certain parameter range, the output power changes periodically with the increase of time delays in the path of displacement and velocity. An optimal combination of time delay and feedback gains exist to make the maximum of output power. The phase and value of output power can be changed by adjusting the feedback gains. That is, the harvesting performance can be greatly improved by choosing the proper design of timedelayed feedback control. Therefore, the dynamical analysis in this paper provides a theoretical basis for the parameter optimalization and design of nonlinear vibration energy harvester under random excitation.