In this article we introduce a new method for the construction of unique strong solutions of a larger class of stochastic delay equations driven by a discontinuous drift vector field and a Wiener process. The results obtained in this paper can be regarded as an infinite-dimensional generalization of those of A. Y. Veretennikov [42] in the case of certain stochastic delay equations with irregular drift coefficients. The approach proposed in this work rests on Malliavin calculus and arguments of a local time variational calculus, which may also be used to study other types of stochastic equations as e.g. functional It^{o}-stochastic differential equations in connection with path-dependent Kolmogorov equations [15].
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