Abstarct: In this thesis, we solve a class of time-delayed optimal control problems using Haar wavelets. In the first chapter, we introduce general optimal control problems, Haar wavelets and express the needed definitions and theorems. In the second chapter, we study Bolza optimal control problems with time-delayed. The problem is first transformed, using a Pade approximation, to one without a time-delayed argument. Then we approximate it using Haar wavelets. Numerical results are also given for four test examples. The third chapter consists of infinite-horizon time-delayed optimal control problem. The problem is first transformed, using a Pade approximation, to one without a time-delayed argument. Then by a suitable change of variable, we transformed the obtained non-delay optimal control problem to a finite-horizon optimal control problem. We solve it numerically using Haar wavelets. In fourth chapter, we express nonlinear optimal control problems with external disturbances and control delay. Using Artstein transformation, the problem is translated into simple nonlinear problem without delay. Then it is approximated by Haar wavelet. Numerical results are also given for one test examples to demonstrate the applicability and the efficiency of the method. In the fifth chapter, we consider the immune Response as an optimal control problem with time-delays. Similar to the second chapter, the problem is transformed into non-delay problem. Then it is approximated using Haar wavelet. In this thesis all graphs are plotted by matlab software.