Recently, the sliding mode control (SMC) method has been extended to accommodate stochastic systems. Particularly, restrictive assumption on the structure of the control systems have been removed and a practical SMC design method for stochastic systems has been presented. This paper continues this line of research and studies the SMC methods for stochastic systems with state delay in diffusion. Both delay-independent and delay-dependent approaches are investigated. Essentially, this paper studies SMC design methods with memoryless controllers for time delay systems, which has been a problem in the past decades. He is now Postdoc at Automatic Control Lab, KTH Royal Institute of Technology, Sweden. His research is concerned with stability theory of stochastic systems and system identification.