Under Win32, unless you are running from a removable drive, you cannot delete a running executable. You can have Windows delete the executable the next time Windows is ran by adding an entry to the RunOnce key in the Windows registry under: HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\RunOnce You can name the key anything you like, and specify a command line to another executable or to a dos command passed to command.com. Example:

uses
  Registry;
procedure TForm .Button Click(Sender: TObject);
var
  reg: TRegistry;
begin
  reg := TRegistry.Create;
  with reg do begin
    RootKey := HKEY_LOCAL_MACHINE;
    LazyWrite := false;
    OpenKey('Software\Microsoft\Windows\CurrentVersion\RunOnce',
                false);
    WriteString('Delete Me!','command.com /c del FILENAME.EXT');
    CloseKey;
    free;
  end;
end;