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: sending a connection request command to a default IP address from the electronic device through the access point for at least one time; determining whether a connection-successful information is received from the default IP address or not. Then, establishing a connection between the electronic device and the relay device, or sending at least one connection request command to at least one different IP address in the same local area network from the electronic device.