This paper, together with the accompanying work (Part II, Stochastic Process. Appl. 93 (2001) 205–228) is an attempt to extend the notion of viscosity solution to nonlinear stochastic partial differential equations. We introduce a definition of stochastic viscosity solution in the spirit of its deterministic counterpart, with special consideration given to the stochastic integrals. We show that a stochastic PDE can be converted to a PDE with random coefficients via a Doss–Sussmann-type transformation, so that a stochastic viscosity solution can be defined in a “point-wise” manner. Using the recently developed theory on backward/backward doubly stochastic differential equations, we prove the existence of the stochastic viscosity solution, and further extend the nonlinear Feynman–Kac formula. Some properties of the stochastic viscosity solution will also be studied in this paper. The uniqueness of the stochastic viscosity solution will be addressed separately in Part II where the relation between the stochastic viscosity solution and the ω-wise, “deterministic” viscosity solution to the PDE with random coefficients will be established.