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We introduce the homogeneous (inhomogeneous) matrix weighted Bourgain-Morrey Triebel-Lizorkin spaces and obtain their equivalent norms. We also obtain their characterizations by Peetre type maximal functions, Lusin-area function, Littlewood-Paley -function, approximation, wavelet and atom. As an application, we obtain boundedness of pseudo-differential operators with symbols in the Hörmander classes and Hölder-Zygmund classes on inhomogeneous matrix weighted Bourgain-Morrey Triebel-Lizorkin spaces.

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