Due to the fact that a fractional Brownian motion (fBm) with the Hurst parameter H 2 (0; 1=2) [(1=2; 1) is neither a semimartingale nor a Markov process, relatively little is studied about the T-stability for impulsive stochastic differential equations (ISDEs) with fBm. Here, for such linear equations with H 2 (1=3; 1=2), by means of the average stability function, sufficient conditions of the T-stability are presented to their numerical solutions which are established from the Euler-Maruyama method with variable step-size. Moreover, some numerical examples are presented to support the theoretical results.