In this paper, we present a new method to the state bounding problem for a class of coupled differential-difference equations (CDDEs) with bounded disturbances and time-varying delays. Instead of using the state transformation to reformulate the considered problem into the one for non-perturbed CDDEs, our novel idea is to construct suitable comparison systems, from which the state vector can be estimated directly and the information on the initial value is exploited more effectively in order to derive a sharper state bound. For computing and minimising the state bound, a numerical linear programming-based algorithm is also presented. The effectiveness of the presented method is verified via two numerical examples.