Nonlinear dynamics, control, and stability analysis of dry friction damped system under state feedback control with time delay are investigated. The dry friction damped system is harmonically excited, and the nonlinearities in the equation of motion arise due to nonlinear damping and spring force. In this paper, a frequency domain-based method, viz., incremental harmonic balance method along with arc-length continuation technique (IHBC) is first employed to identify the primary responses which may be present in such system. The IHBC is then reformulated in a manner to treat the dry friction damped system under state feedback control with time delay and is applied to obtain control of responses in an efficient and systematic way. The stability of uncontrolled responses is obtained by Floquet's theory using Hsu' scheme, and the stability of the controlled responses is obtained by applying a semidiscretization method for delay differential equation (DDE).