In this paper, we consider the amplify-and-forward relay networks in mmWave systems and propose a hybrid precoder/combiner design approach. The phase-only RF precoding/combining matrices are first designed to support multi-stream transmission, where we compensate the phase for the eigenmodes of the channel. Then, the baseband precoders/combiners are performed to achieve the maximum mutual information. Based on the data processing inequality for the mutual information, we first jointly design the baseband source and relay nodes to maximize the mutual information before the destination baseband receiver. The proposed low-complexity iterative algorithm for the source and relay nodes is based on the equivalence between mutual information maximization and the weighted MMSE. After we obtain the optimal precoder and combiner for the source and relay nodes, we implement the MMSE-SIC filter at the baseband receiver to keep the mutual information unchanged, thus obtaining the optimal mutual information for the whole relay system. Simulation results show that our algorithm achieves better performance with lower complexity compared with other algorithms in the literature. In addition, we also propose a robust joint transceiver design for imperfect channel state information.