In this letter, signal to interference plus noise ratio (SINR) performance is analyzed for orthogonal frequency division multiplexing (OFDM) based amplify-and-forward (AF) relay systems in the presence of carrier frequency offset (CFO) for fading channels. The SINR expression is derived under the one-relay-node scenario, and is further extended to the multiple-relay-node scenario. Analytical results show that the SINR is quite sensitive to CFO and the sensitivity of the SINR to CFO is mainly determined by the gain factor and the different power of the direct link channel and relay link channel.