In this paper we construct (nonhomogeneous) quantum Markov chains associated with open quantum random walks. The quantum Markov chain, like the classical Markov chain, is a fundamental tool for the investigation of the basic properties of the underlying dynamics such as reducibility/irreducibility, recurrence/transience, accessibility, ergodicity, etc. So, the quantum Markov chain machinery opens many new features of the dynamics. On the other hand, as will be shown in this paper, the open quantum random walks serves as a very interesting nontrivial model for which one can construct the associated quantum Markov chains. Here, after constructing the quantum Markov chain associated with the open quantum random walks, we focus on the discussio...