To study massive binaries in different evolution stages or environments, we use the Small Magellanic Cloud (SMC) as our target because the metallicity in the SMC is much lower than that in our Milky Way. The period change of early-type close binary systems in the SMC was studied based on OGLE collections. Six of these systems are found to have periodic period changes. Since all of them are of early type, the light-traveltime effect probably created by these massive binaries with third bodies is used to explain such a phenomenon. We use the Wilson-Devinney code (WD method) to analyze their I-band photometric light curves. The results show the six third bodies as having orbital periods from 6.41-24.65 yr and minimum masses from 0.31-4.11 M-?. Among all six systems, three have a negative ?P, which means that their periods keep decreasing. In addition, from the WD result, we find there are three deep-contact binaries, one intermediate contact binary, and two shallow-contact binaries. The fraction of companions in massive contact binaries is quite high based on this sample, which may demonstrate the notion of high multiplicity in massive binary stars. This might mean that additional components may play an important role in the evolution of massive close binaries.