A collocation scheme is applied to give an approximate solution of the fractional optimal control problems with delays in state and control. The operational matrix of fractional Riemann-Liouville integration, delay operational matrix and direct collocation method are used. The proposed technique is applied to transform the state and control variables into non-linear programming parameters at collocation points. The method is simple and computationally advantageous. Some examples are given to demonstrate the simplicity, clarity and powerfulness of the method.