"As a precaution or as a pre-emptive I sent out this is where we stand," Delay says.
He sent the letter to stress the importance of the Second Amendment and express his duty to protect the Constitution.
"This is the path everybody has been going down and we want you to understood this is what we'll do if it comes to that," he says.
The letter was originally written by sheriff Charles Heiss in Johnson County and was sent out to the other sheriffs across the state.
"A lot of us now have copied and pasted basically but changed a few things that have to do with us particularly."
The letter expresses their concern with the tone toward Second Amendment rights.
In part it says:
"It appears to me and many Americans that there is a genuine desire on the part of your administration to restrict the Second Amendment rights of law abiding American citizens in the interest of curbing gun violence in our nation."
Sheriff Delay says he ultimately sent the letter to reassure the community.
"I have received calls personally here at the office with people saying they're afraid the federal government is going to come down and take their guns away or that local law enforcement will come to their door and take their guns away."
Other sheriffs say they aren't sending the letter to Obama, but will use it to have a calming effect on the community.
"I want to address the people i work for and assure them that they hired me to protect their rights and that's what i'm going to do, so my message will be to the people in Vernon County," Vernon County Sheriff Jason Mosher says.
Delay says he's glad sheriffs are coming together to support the constitutionally guaranteed right to bear arms.
"I think it's great other sheriffs are joining this fight so to speak to let them know we are there to protect their freedoms and their rights as well."
Other local sheriffs said while they may not send a letter to President Obama, they do support what the one written by Heiss.
For a full version of the letter click here.