A hydraulic system for a construction machine includes a hydraulic pump driven by a prime mover, actuators driven by a hydraulic fluid delivered from the hydraulic pump, flow control valves for controlling flow of the hydraulic fluid to the actuators and operation means for operating the flow control valves. A relief value sets a relief pressure for limiting the maximum delivery pressure of the hydraulic pump and relief pressure change means increase or decrease the relief pressure set by the relief valve. The relief pressure change means automatically increase or decrease the relief pressure in accordance with the input amount of the operation means.