Delaney had a lifelong history of helping others, and once paid for the funeral of a former teacher whose family could not afford a proper service. On June 29, 1983, Delaney, who was living in nearby Ruston, went with friends to Critter's Creek, an amusement center at Chennault Park in Monroe, Louisiana. While reportedly discouraging swimming children from venturing too far out in a pond, Delaney dove in to save three children who were screaming for help, floundering in a water hole left by recent construction work. The water hole, which covered two acres and was six feet deep, was not intended for swimming but to add to the park's aesthetics. Despite his inability to swim, Delaney nevertheless tried to rescue the children. One child managed to get out of the water without harm and another was taken to an emergency room where he later died; police recovered the body of Delaney and the remaining child. The amusement park has since been closed to the public.