This paper mainly investigates the adaptive state feedback control problem for a class of stochastic nonlinear systems with time-delay and unknown control coefficients. The proposed control scheme leverages the dynamic gain technology and Nussbaum function to develop a state feedback controller, aiming to simplify its implementation and eliminate the influence of unidentified time-varying control coefficients. Through the utilization of suitable Lyapunov-Krasovskii (L-K) functionals and stochastic stability theories, it is demonstrated that the designed control mechanism guarantees the boundedness in probability for all closed-loop signals, ultimately regulating the state of the plant to zero. The availability and superiority of the developed adaptive management strategy are further certified through simulation results.