In this paper we examine an approximation theorem of the Wong-Zakai type for stochastic evolution equations in a Hilbert space with the noise being the generalized derivative of the Wiener process with values in another Hilbert space. As a consequence of the approximation of the Wiener process we get in the limit equation the Ito correction term for the infinite dimensional case. The obtained result includes the case of stochastic delay equations. The uniqueness and existence of solutions are guaranteed by known theorems for the mild solutions