A Multiple-Input Multiple-Output (MIMO) relay system is provided. The MIMO relay system performs signal processing to provide requested real data to at least one selected user mobile station sequentially connected to a first relay station located in a first cell and a second relay station located in a second cell using spare frequency capacity allocated to a first base station of the first cell instead of a second base station of the second cell that drops the requested real data due to its frequency capacity being exceeded, thereby improving reliability of seamless real data input/output in relay communication, reducing call drop probability, and raising availability of frequency capacity by automatically adjusting frequency capacity allocated between cells.