We study the long time dynamic properties of the nonlocal Kuramoto–Sivashinsky (KS) equation with multiplicative white noise. First, we consider the dynamic properties of the stochastic nonlocal KS equation via a transformation into the associated conjugated random differential equation. Next, we prove the existence and uniqueness of solution for the conjugated random differential equation in the theory of random dynamical systems. We also establish the existence and uniqueness of a random attractor for the stochastic nonlocal equation.