The present study investigates some novel categorical properties of soft sets. By combining categorical theory with soft set theory, a categorical framework of soft set theory is established. It is proved that the category SFun of soft sets and soft functions has equalizers, finite products, pullbacks, and exponential properties. It is worth mentioning that we find that SFun is both a topological construct and Cartesian closed. The category SRel of soft sets and Z-soft set relations is also characterized, which shows the existence of the zero objects, biproducts, additive identities, injective objects, projective objects, injective hulls, and projective covers. Finally, by constructing proper adjoint situations, some intrinsic connections between SFun and SRel are established.