Thanks for the replies.
Have found the answer in Parr and Yang's book on Density Functional Theory:
For a functional F=F[f] have
[tex]\delta F = \int \frac {\delta F} {\delta f(y)} \delta f(y) \,dy[/tex]
In a special case that F=F(f), i.e. F is just some function of f it is required that:
[tex]\frac {\delta F(f(x))} {\delta f(y)} = \frac {dF}{df} \delta(x-y)[/tex] in order to have:
[tex]\delta F = \int \frac {\delta F} {\delta f(y)} \delta f(y) \,dx = \frac {dF} {df} \delta f(x)[/tex]
So that taking F = f, get:
[tex]\frac {\delta f(x)} {\delta f(y)} = \delta (x-y)[/tex]