This paper concerns with the divided state feedback control of stochastic systems. First, the concepts of state extraction matrix and divided state feedback control are proposed. Secondly, a fine stability criterion is established for stochastic systems with dominating linear parts. Thirdly, the divided state feedback control of the delayed stochastic systems is investigated, the divided state feedback control law is designed and the corresponding stability criterion for the closed-loop system is established. Finally, divided fault tolerant control is investigated by way facing the cases with partial state information lost or delivered too late caused by the processes for sampling and signal transmission via networks. Two examples at the end of the paper are given to illustrate the usage and efficiency of the method proposed in the paper and the advantage of the divided state feedback control.