In recent years, the world knew many challenges concerning the propagation of infectious diseases such as avian influenza, Ebola, SARS-CoV-2, etc. These epidemics caused a change in the healthy balance of humanity. Also, the epidemics disrupt the economies and social activities of countries around the world. Mathematical modeling is a vital means to represent and control the propagation of infectious diseases. In this paper, we consider a stochastic epidemic model with a Markov process and delay, which generalizes many models existing in the literature. In addition, we show the stochastic threshold for the extinction of the disease. Furthermore, numerical examples are discussed to confirm the theoretical result.