The bounded consensus tracking problems of second-order multi-agent systems under directed networks with sampling delay are addressed in this paper. When the sampling delay is more than a sampling period, new protocols based on sampled-data control are proposed so that each agent can track the time-varying reference state of the virtual leader. By using the delay decomposition approach, the augmented matrix method, and the frequency domain analysis, necessary and sufficient conditions are obtained, which guarantee that the bounded consensus tracking is realized. Furthermore, some numerical simulations are presented to demonstrate the effectiveness of the theoretical results.