In this paper, to investigate the exponential synchronization of stochastic neural networks, a new periodically intermittent discrete observation control (PIDOC) is first proposed. Different from the existing periodically intermittent control, our control in control time is feedback control based on discrete-time state observations (FCDSOs) instead of a continuous-time one. By employing the Lyapunov method, graph theory, and theory of differential inclusions, the exponential synchronization of stochastic neural networks with a discontinuous right-hand side is realized by PIDOC and some sufficient conditions are presented. Especially, when control width tends to control period, PIDOC will be reduced to a general FCDSO and we give some detailed discussions. Then, we provide some corollaries about synchronization in mean square, asymptotical synchronization in mean square, and exponential synchronization of stochastic neural networks under FCDSO. Finally, some numerical simulations are provided to demonstrate our analytical results.