The　exponential　stability　of　numerical　methods　to　stochastic　differential　equations　(SDEs)　has　been　widely　studied.　In　contrast,　there　are　relatively　few　works　on　polynomial　stability　of　numerical　methods.　In　this　letter,　we　address　the　question　of　reproducing　the　polynomial　decay　of　a　class　of　SDEs　using　the　Euler-Maruyama　method　and　the　backward　Euler-Maruyama　method.　The　key　technical　contribution　is　based　on　various　estimates　involving　the　gamma　function.　©　2014　Elsevier　B.V.