We study small noise large deviation asymptotics for functionals of fractional Brownian motions. A general sufficient condition for an LDP, formulated in terms of weak convergence properties of certain controlled analogs of the original functionals, is presented. As an application, we prove large deviation principles for a class of stochastic differential equations with a multiplicative noise given as a fractional Brownian motion \(B^H\) with Hurst parameter \(H>\frac{1}{2}\) . The methods presented have broader applicability than the model considered here, for example, to systems driven by more general Gaussian noises and infinite dimensional stochastic dynamical systems with fractional Gaussian noises.