We establish several criteria for the existence of positive periodic solutions of the multi-parameter differential systems u (t) + a 1 (t)g 1 (u(t))u(t) = λb 1 (t)f (u(t-τ 1 (t)), v(t-ζ 1 (t))), v (t) + a 2 (t)g 2 (v(t))v(t) = μb 2 (t)g(u(t-τ 2 (t)), v(t-ζ 2 (t))), where the functions g 1 , g 2 : [0, ∞) → [0, ∞) are assumed to be unbounded. The analysis in the paper relies on the classical fixed point index theory. Our main findings improve and complement some existing results in the literature.