Our aim is to study the following new type of multivalued backward stochastic differential equation: $$\left\{\begin{array}{c}-dY\left(t\right)+\partial \phi \left(Y\left(t\right)\right)dt\ni F\left(t,Y\left(t\right),Z\left(t\right),Y_t,Z_t\right)dt+Z\left(t\right)dW\left(t\right),0⩽t⩽T,\\ Y\left(T\right)=\xi ,\end{array}\right.$$ where ∂φ is the subdifferential of a convex function and (Y t, Z t):= (Y(t + θ), Z(t + θ))θ∈[−T,0] represent the past values of the solution over the interval [0, t]. Our results are based on the existence theorem from Delong Imkeller, Ann. Appl. Probab., 2010, concerning backward stochastic differential equations with time delayed generators.