Gene expression is made up of inherently stochastic processes within single cells and can be modeled through stochastic reaction networks (SRNs). In particular, SRNs capture the features of intrinsic variability arising from intracellular biochemical processes. We extend current models for gene expression to allow the transcriptional process within an SRN to follow a random step or switch function which may be estimated using reversible jump Markov chain Monte Carlo (MCMC). This stochastic switch model provides a generic framework to capture many different dynamic features observed in single cell gene expression. Inference for such SRNs is challenging due to the intractability of the transition densities. We derive a model-specific birth–death approximation and study its use for inference in comparison with the linear noise approximation where both approximations are considered within the unifying framework of state-space models. The methodology is applied to synthetic as well as experimental single cell imaging data measuring expression of the human prolactin gene in pituitary cells.