This paper studies the optimal control problems of stochastic evolution equations with infinite delay of general functional type. By introducing a non-anticipative path derivative and its infinite-window dual operator, we derive the infinitely anticipated backward stochastic evolution equation (IABSEE) as the adjoint equation, and establish both necessary and sufficient maximum principles. As an application, we solve an infinite-delay linear-quadratic (LQ) control problem and obtain the explicit optimal control.