Use the ShellAPI function SHFileOperation(). uses ShellAPI;

procedure SendToRecycleBin(FileName: string);
var
  SHF: TSHFileOpStruct;
begin
  with SHF do begin
    Wnd := Application.Handle;
    wFunc := FO_DELETE;
    pFrom := PChar(FileName);
    fFlags := FOF_SILENT or FOF_ALLOWUNDO;
  end;
  SHFileOperation(SHF);
end;
procedure TForm .Button Click(Sender: TObject);
begin
  SendToRecycleBin('c:\DownLoad\Test.gif');
end;