<p>The paper investigates the numerical solutions of certain nonlinear stochastic delay differential equations (SDDEs) by the global approximation method based on triangular functions (TFs). The SDDEs are converted into a system of nonlinear algebraic equations utilizing the delay operation matrix and the properties of TFs. Furthermore, an error analysis is conducted, and the higher error accuracy is demonstrated. Finally, the accuracy and feasibility of the approach are confirmed by three numerical examples, and it is demonstrated that the approximation method by TFs has higher accuracy and shorter computation time than block pulse functions (BPFs).</p>