We present a Lohner-type algorithm for rigorous integration of systems of delay differential equations (DDEs) with multiple delays, and its application in computation of Poincaré maps, to study the dynamics of some bounded, eternal solutions. The algorithm is based on a piecewise Taylor representation of the solutions in the phase space, and it exploits the smoothing of solutions occurring in DDEs to produce enclosures of solutions of a high order. We apply the topological techniques to prove various kinds of dynamical behaviour, for example, existence of (apparently) unstable periodic orbits in Mackey–Glass equation (in the regime of parameters where chaos is numerically observed) and persistence of symbolic dynamics in a delay-perturbed chaotic ODE (the Rössler system).