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In this paper, we propose an exact analytical technique to evaluate the average capacity of a dual-hop OFDM relay system with decode-and-forward protocol in an independent and identical distribution (i.i.d.) Rayleigh fading channel. Four schemes, (no) matching “and” or “or” (no) power allocation, will be considered. First, the probability density function (pdf) for the end-to-end power channel gain for each scheme is described. Then, based on these pdf functions, we will give the expressions of the average capacity. Monte Carlo simulation results will be shown to confirm the analytical results for both the pdf functions and average capacities.