在鼠标的MouseWheel事件里写入以下内容

if WheelDelta < 0 then
    SendMessage(scrollBox1.Handle, WM_VSCROLL, SB_LINEDOWN, 0) //向下滚
  else
    SendMessage(scrollBox1.Handle, WM_VSCROLL, SB_LINEUP, 0); //向上滚

即可响应鼠标滚轮

DELPHI相应鼠标滚轮