The time delay in active and semi-active controls is an important research subject. Many researches on the time-delay control for deterministic systems have been made (Hu and Wang 2002, Yang et al. 1990, Abdel-Mooty and Roorda 1991, Pu 1998, Cai and Huang 2002), while the study on that for stochastic systems is very limited. The effects of the time delay on the control of nonlinear systems under Gaussian white noise excitations have been studied by Bilello et al. (2002). The controlled linear systems with deterministic and random time delay subjected to Gaussian white noise excitations have been treated by Grigoriu (1997). Recently, a stochastic averaging method for quasi-integrable Hamiltonian systems with time delay has been proposed (Liu and Zhu 2007). In the present paper, a stochastic optimal time-delay control method for stochastically excited nonlinear structural systems is proposed based on the stochastic averaging method for quasi Hamiltonian systems with time delay and the stochastic dynamical programming principle. An example of stochastically excited and controlled hysteretic column is given to illustrate the proposed control method.