A relay device requests a status notification of another relay device to a server device. When the relay device is notified that the other relay device is under a logged-out status, the relay device stands by. When the relay device is notified that the other relay device has logged in, the relay device transmits a connection request to the server device. The server device relays the connection request to the other relay device. A response is transmitted from the other relay device to the server device, and further relayed to the relay device. Accordingly, a TCP connection is established between the relay device and the other relay device. A communication device connected to a different network can transmit and receive data to and from the relay device via the other relay device.