The delay dependent robust H_∞ Filtering for uncertain state delay system is addressed in this paper. The parameter uncertainties are time varying and unknown but norm bounded. The present robust filtering methods for time delay system are nearly all independent of time delay, which is conservative, and often can not reflect the characters of system accurately. Therefore, to design the delay dependent filtering method is significant. Based on appropriate Lyapunov function, the necessary condition that the satisfactory filter exists is given by the form of LMI, and the concrete expression of filter is also obtained.