In this paper, a class of neutral stochastic dynamical systems is studied by using the Schauder fixed point method. The conditions for the exponential mean square stability of the zero solution of the system are given. In the study of the stability of neutral stochastic dynamical systems with time-varying delays, most experts use the Lyapunov direct method and the Banach fixed point method, and the Schauder fixed point method is still rare. In the course of proof, according to the characteristics of the system with variable delay, the pairing is introduced into the corresponding function to construct the operator, which is more flexible than the previous research. The first attempt is made to compare and analyze the advantages and disadvantages of the Lyapunov direct method, the Banach fixed point method and the Schauder fixed point method in the study of the stability of stochastic dynamical systems. The results of this paper improve and generalize the conclusions of relevant literature.