This paper investigates gain-scheduled control design for linear systems with time-varying state delays subject to actuator saturation and external disturbance. Assuming the disturbance is peak bounded, a sufficient delay-dependent condition is established to guarantee that a family of level sets, corresponding to a novel parameter-dependent Lyapunov-Krasovskii functional, are nested and invariant to the closed-loop system. The invariant sets are then used to obtain nested reachable sets (ellipsoids) to bound the closed-loop states. A family of continuous controllers are designed based on these nested ellipsoids. The controller with the best performance is selected, each time, based on the closed-loop state vector, while complying with the saturation bound, and the resulting closed-loop system is locally input-to-state stable. All conditions are represented in the form of linear matrix inequalities (LMIs) by the linear spline method. Finally, the benefit of the control method is illustrated by two examples.