This paper deals with numerical methods for solving one-dimensional (1D) and two-dimensional (2D) initial-boundary value problems (IBVPs) of space-fractional sine-Gordon equations (SGEs) with distributed delay. For 1D problems, we construct a kind of one-parameter finite difference (OPFD) method. It is shown that, under a suitable condition, the proposed method is convergent with second order accuracy both in time and space. In implementation, the preconditioned conjugate gradient (PCG) method with the Strang circulant preconditioner is carried out to improve the computational efficiency of the OPFD method. For 2D problems, we develop another kind of OPFD method. For such a method, two classes of accelerated schemes are suggested, one is alternative direction implicit (ADI) scheme and the other is ADI-PCG scheme. In particular, we prove that ADI scheme can arrive at second-order accuracy in time and space. With some numerical experiments, the computational effectiveness and accuracy of the methods are further verified. Moreover, for the suggested methods, a numerical comparison in computational efficiency is presented.