In this paper, we developed a stability analysis for discrete-time uncertain time-delay systems governed by an infinite-state Markov chain (DUTSs-IMC). Some sufficient conditions for the considered systems to be exponential stability in mean square with conditioning (ESMS-C) are derived via linear matrix inequalities (LMIs), which can be examined conveniently. Under novel sufficient conditions, the equivalence among asymptotical stability in mean square (ASMS), stochastic stability (SS), exponential stability in mean square (ESMS), and ESMS-C has been established. Besides, numerical simulations are employed in result validation.