In this paper, the asymptotical stability for several classes of fractional order differential systems with time delay is investigated. We firstly present an integral inequality by which the Halanay inequality is extended to fractional order case. Based on the generalized Halanay inequality, we establish several asymptotical stability conditions under which the fractional order systems with time delay are asymptotically stable. It is worth to note that these stability conditions are easy to check without resorting to the solution expression of the systems.