A connection method for a wireless system, wherein the wireless system includes an access point, an electronic device, a relay device and an appliance; the electronic device and the relay device are connected to the access point, respectively; the relay device is connected to the appliance via signals; the relay device is adapted to send control commands to the appliance. The connection method includes the following steps: connecting the relay device to a server through the access point; sending an IP address of the relay device assigned by the access point to the server; sending an inquiry command from the electronic device to the server; sending a connection request command to the received IP address; establishing a connection between the electronic device and the relay device when a connection-successful information is received. Thus, the risk that the electronic device connection could be disconnected is reduced.