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The stability analysis of fractional-order systems with unbounded delay remains an open problem. In this paper, we firstly explore two new integral inequalities. Using these two integral inequalities obtained, the Halanay inequality with unbounded delay is extended to Caputo fractional-order case and Riemann–Liouville fractional-order case. Finally, several examples are presented to illustrate the effectiveness and applicability of the fractional Halanay inequalities in obtaining the asymptotic stability conditions of fractional-order systems with unbounded delay.