The delay-dependent exponential stability of stochastic functional switched systems (SFSSs) with highly nonlinear coefficients is investigated in this paper. By virtue of the mode-dependent average dwell time (MDADT) technique, the existence of global solution and qth moment exponential stability is studied without linear growth condition (LGC). Both of drift and diffusion coefficients have functional terms which can embody many existing delay cases, e.g. constant delay, time-varying delay and distributed delay, etc. By employing common/multiple Lyapunov function method, sufficient delay-dependent stability criteria of qth moment exponential stability are proposed. The MDADT condition reveals the positive role of switching signal in the delay-dependent stability analysis. Finally, an example is given to validate our theoretical results.