We investigate the nonlinear exponential stability of the State-Dependent Riccati Equation (SDRE)-based control. The SDRE technique is a nonlinear control method, which has emerged since the mid 1990's and has been applied to a wide range of nonlinear control problems. Despite the systematic method of SDRE, it is difficult to prove stability because the general analytic solution to the SDRE is not known. Some notable prior work has shown local asymptotic stability of SDRE by using numerical and analytical methods. In this paper, we introduce a new strategy, based on contraction analysis, to estimate the exponential stability region for SDRE controlled systems. Examples demonstrate the superiority of the proposed method.