A data relay device includes a memory and a processor. The processor executes a data relay process includes determining that determining whether or not a storage device, which stores a virtual machine identifier of a virtual machine operated by the server connected with the computer and a port, stores the received virtual machine identifier in association with another port. The data relay process includes transferring that transfers the setting request of the port profile to a data relay device of an upper level higher than the data relay device in a communication path through which the virtual machine represented by the virtual machine identifier performs communication when it is determined that the received virtual machine identifier is not stored in association with the other port.