A general continuous-state branching processes in random environment (CBRE-process) is defined as the strong solution of a stochastic integral equation. The environment is determined by a Lévy process with no jump less than $-1$. We give characterizations of the quenched and annealed transition semigroups of the process in terms of a backward stochastic integral equation driven by another Lévy process determined by the environment. The process hits zero with strictly positive probability if and only if its branching mechanism satisfies Grey's condition. In that case, a characterization of the extinction probability is given using a random differential equation with singular terminal condition. The strong Feller property of the CBRE-process is established by a coupling method. We also prove a necessary and sufficient condition for the ergodicity of the subcricital CBRE process with immigration.