Abstract: It is concerned with the error analysis of semi-implicit Euler methods applied to a general class of nonlinear stochastic delay differential equations.A new attempt to get the numerical approximation of the delay argument is presented,i.e,the delay argument is solved by interpolating.It is proved that the semi-implicit Euler methods with linear interpolation procedure is convergent.Moreover,the results can be regarded as a extension of the similar conclusions in the present documents.