A relay device and a hot water supply device are provided. A communication adapter downloads an update program for software update of the constituent devices of a hot water supply system from a management center via a communication network (the Internet). The downloaded update program is stored in a storage part in the communication adapter. When there is more than one software update target device, the communication adapter sequentially selects one of the target devices and sequentially transmits the update program stored in the storage part to the devices one by one via a communication line.