Exhibit 23.1

                         Consent of Independent Auditors

We consent to the incorporation by reference in the Registration Statements
(Form S-8 No. 33-42634) pertaining to the Employee Nonqualified Stock Option
Plan, (Form S-8 No. 333-32961) pertaining to the Second Amended and Restated
Employee Stock Option Plan, (Form S-8 No. 33-72614) pertaining to the Employee
Stock Purchase Plan, (Form S-8 No. 33-99164) pertaining to the SIG Holdings,
Inc. 1992 Long Term Incentive Plan, (Form S-8 No. 333-96293) pertaining to the
Amended and Restated Directors Stock Option Plan, (Form S-3 No. 33-77028) and
(Form S-3 No. 333-86666) pertaining to the shelf registration of securities of
Delphi Financial Group, Inc. of our report dated February 5, 2003, with respect
to the consolidated financial statements and schedules of Delphi Financial
Group, Inc. included in the Annual Report (Form 10-K) for the year ended
December 31, 2002.

                                                           /s/ ERNST & YOUNG LLP

Philadelphia, Pennsylvania
March 28, 2003