This paper deals with the problem of sliding mode control (SMC) for a class of nonlinear stochastic systems. The nonlinear uncertainties are unknown and unmatched. There exist state and input delays. A special switching function is designed such that the insensitivity of the system can be guaranteed throughout the entire response of the system from the initial time instance. Both the sliding surface and the sliding mode controller exist if a set of matrix inequalities is feasible. A simulation example is given to illustrate the proposed method.