In this paper, the response and bifurcation of fractional stochastic systems with timedelayed feedback control are investigated. We decompose the timedelayed items and apply the stochastic averaging method with the generalized harmonic functions to obtain the stationary response. The effectiveness of the method is verified by two different examples. The simulation results show that different system parameters can affect the response of the system, and it can induce the occurrence of stochastic bifurcation for some certain systems as well.