In this paper we consider the delay set-valued differential equations with a recently introduced notion of a second type Hukuhara derivative. Under condition that the right-hand side of the equation is Lipschitzian in the functional variable we obtain the existence and uniqueness of the solution to such the equations. Some properties of the solutions are established. Existence of at least one solution is also proved. Application of the second type Hukuhara differentiability concept to the problems of set-valued differential equations implies that the diameter of the solution values is a function nonincreasing in time.