We define q-poly-Bernoulli polynomials Bn,ρ,q(k)(z) with a parameter ρ, q-poly-Cauchy polynomials of the first kind cn,ρ,q(k)(z) and of the second kind ĉn,ρ,q(k)(z) with a parameter ρ by Jackson’s integrals, which generalize the previously known numbers and polynomials, including poly-Bernoulli numbers Bn(k) and the poly-Cauchy numbers of the first kind cn(k) and of the second kind ĉn(k). We investigate their properties connected with usual Stirling numbers and weighted Stirling numbers. We also give the relations between generalized poly-Bernoulli polynomials and two kinds of generalized poly-Cauchy polynomials.