The exponential stability problem is investigated for a class of uncertain stochastic neural networks with discrete and unbounded distributed time delays. Two types of uncertainty are considered: one is time-varying structured uncertainty, whereas the other is interval uncertainty. With the application of the Jensen integral inequality and constructing appropriate Lyapunov–Krasovskii functional based on delay partitioning, several improved delay-dependent criteria are developed to achieve the exponential stability in mean square in terms of linear matrix inequalities. It is established theoretically that two special cases of the obtained criteria are less conservative than some existing results but including fewer slack variables. As the present conditions involve fewer free weighting matrices, the computational burden is largely reduced. Three numerical examples are provided to demonstrate the effectiveness of the theoretical results. Copyright © 2012 John Wiley & Sons, Ltd.