  We utilize the weak convergence method to establish the Freidlin--Wentzell
large deviations principle (LDP) for stochastic delay differential equations
(SDDEs) with super-linearly growing coefficients, which covers a large class of
cases with non-globally Lipschitz coefficients. The key ingredient in our proof
is the uniform moment estimate of the controlled equation, where we handle the
super-linear growth of the coefficients by an iterative argument. Our results
allow both the drift and diffusion coefficients of the considered equations to
super-linearly grow not only with respect to the delay variable but also to the
state variable. This work extends the existing results which develop the LDPs
for SDDEs with super-linearly growing coefficients only with respect to the
delay variable.
