A peripheral device includes a connection portion which is connectable to an information processing device and a storage medium. The connection portion is configured to allow data transfer between the storage medium and the information processing device. The peripheral device further includes a function execution portion that performs a function according to data transferred from the information processing device. The peripheral device still further includes a detection portion that detects a state of the data transfer between the function execution portion and the information processing device. Moreover, the peripheral device includes a notification portion that notifies the information processing device that the storage medium is not connected to the connection portion, irrespective of whether the connection state of the storage medium to the connection portion is connected or not, when the detection portion detects a start of the data transfer between the function execution portion and the information processing device.