In this paper, we study the asymptotic behavior of supremum distribution of some classes of iterated stochastic processes {X(Y (t)) : t ∈ [0, ∞)}, where {X(t) : t ∈ R} is a centered Gaussian process and {Y (t) : t ∈ [0, ∞)} is an independent of {X(t)} stochastic process with a.s. continuous sample paths. In particular, the asymptotic behavior of P(sup s∈[0,T ] X(Y (s)) > u) as u → ∞, where T > 0, as well as lim u→∞ P(sup s∈ [0,h(u)] X(Y (s)) > u), for some suitably chosen function h(u) are analyzed. As an illustration, we study the asymptotic behavior of the supremum distribution of iterated fractional Brownian motion process.