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We find that all the delafossites are indirect band gap semiconductors with large exciton binding energies, varying from 0.24 to 0.44 eV. The lowest and strongest exciton, mainly contributed from either Cu 3$\\textit{d}$ $\\rightarrow$ Cu 3$\\textit{p}$ (Al, Ga, In) or Cu 3$\\textit{d}$ $\\rightarrow$ M 3$\\textit{d}$ (M = Sc, Y, Cr) transitions, is always located at $L$ point of the rhombohedral Brillouin zone. 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