Prior studies have shown that the performance of amplify-and-forward (AF) relay systems can be considerably improved by using multiple antennas and low complexity linear processing at the relay nodes. However, there is still a lack of performance analysis for the cases where the processing is based on limited feedback (LFB). Motivated by this, we derive the closed-form expression of the outage probability of AF relay systems with LFB beamforming in this letter. Simulation results are also provided to confirm the analytical studies.