The asymptotic and stable properties of general stochastic functional differential equations are investigated by the multiple Lyapunov function method, which admits non-negative upper bounds for the stochastic derivatives of the Lyapunov functions, a theorem for asymptotic properties of the LaSalle-type described by limit sets of the solutions of the equations is obtained. Based on the asymptotic properties to the limit set, a theorem of asymptotic stability of the stochastic functional differential equations is also established, which enables us to construct the Lyapunov functions more easily in application. Particularly, the well-known classical theorem on stochastic stability is a special case of our result, the operator LV is not required to be negative which is more general to fulfil and the stochastic perturbation plays an important role in it. These show clearly the improvement of the traditional method to find the Lyapunov functions. A numerical simulation example is given to illustrate the usage of the method.