A class of linear systems of differential equations of Ito is examined. The algebraic criterion for exponential stability in the mean square is given. This criterion is easily applied in the case where the system is given by a transfer matrix. The stability of stochastic differential equations was fist examined in papers [1, 2]. Linear systems of differential equations of Ito were studied in detail in papers [3–8]. The necessary and sufficient condition for stochastic exponential stability in the mean square can be found in papers [3, 8] for such systems. This condition consists of the fact that the spectrum of some square matrix, which is constructed with respect to parameters of the system, lies in the open left halfplane. In practice a check of this condition for a system of the order ν is reduced to the computation of no less than ν(ν + 1) 2 determinants of the order 1, 2, …, ν(ν + 1) 2 . The execution of this procedure becomes difficult for large ν The special form of systems, which are examined in this paper and which are characteristic for a large number of applied problems, permits to establish another, more convenient criterion for stability.