Due to short wavelength and weak diffraction ability, millimeter-wave (mmWave) signals are highly susceptible to blockage, which results in significant degradation in received signal power. As a possible solution for overcoming the blockage problem in millimeter-wave communication systems, the deployment of a relay station (RS) has been considered in recent years. In this paper, we discuss the problems to be considered in a relay-assisted mmWave cellular system based on orthogonal frequency division multiplexing. We describe a frame structure and a pilot-based training method to achieve efficient RS selection during blockage. In addition, a method designed to overcome the inter-symbol interference problem caused by different symbol time offsets of pilot signals received from adjacent RSs in the relayassisted mmWave cellular system is discussed. Then, we propose two different types of pilot sequences that allow a mobile station to distinguish among the pilot sources in multi-cell multi-relay environments: pilot signals based on the Zadoff-Chu sequence (PS1) and pilot signals based on the m-sequence (PS2). The correlation property of PS2 is derived and compared with that of PS1 and another sequence (Gold sequence). Simulations are performed using a blockage model to verify the properties, constraints, and advantages and disadvantages of the proposed pilot sequences in RS-assisted mmWave cellular systems. INDEX TERMS Blockage, cellular system, mmWave, pilot sequence design, relay.