In this paper,we propose a new method for calculating the main-axis Lyapunov exponents of a type of chaotic systems with delays,which we call Matrix iteration method. We discuss this new method theoretically by detailed analysis. Also,we introduce another method called Taylor expansion method. The method invented by Wolf is also introduced and we discuss the advantages and disadvantages of these three methods. Finally,we calculate the main-axis Lyapunov exponents of a type of chaotic systems with delay to test these method.