A compressed air supply apparatus comprising: an air compressor installed in at least one of a plurality of vehicles connected to each other; a plurality of air tanks (5,5a) connected to the air compressor via a connection flow path and installed in each of the plurality of vehicles in communication with each other; a pressure measurement unit (6,6a) configured to measure an air pressure in one air tank connected to the air compressor via a shortest flow path, among the plurality of air tanks (5,5a); a control unit configured to operate the air compressor when a measurement value of the pressure measurement unit (6,6a) reaches a first pressure or less, and configured to stop the air compressor when the measurement value reaches a second pressure higher than the first pressure; and a plurality of relief valve apparatuses installed in each of the connection flow paths between the air compressor and each of the plurality of air tanks (5,5a), wherein the relief valve apparatus comprises: a flow-restricting unit configured to restrict an air flow, and a valve main body installed nearer to the air tank (5,5a) than the flow-restricting unit, and configured to open the connection flow path to the atmosphere when the measurement value reaches a third pressure higher than the second pressure and close the connection flow path when the measurement value reaches a fourth pressure higher than the second pressure and lower than the third pressure after the opening. an air compressor installed in at least one of a plurality of vehicles connected to each other; a plurality of air tanks (5,5a) connected to the air compressor via a connection flow path and installed in each of the plurality of vehicles in communication with each other; a pressure measurement unit (6,6a) configured to measure an air pressure in one air tank connected to the air compressor via a shortest flow path, among the plurality of air tanks (5,5a); a control unit configured to operate the air compressor when a measurement value of the pressure measurement unit (6,6a) reaches a first pressure or less, and configured to stop the air compressor when the measurement value reaches a second pressure higher than the first pressure; and a plurality of relief valve apparatuses installed in each of the connection flow paths between the air compressor and each of the plurality of air tanks (5,5a), wherein the relief valve apparatus comprises: a flow-restricting unit configured to restrict an air flow, and a valve main body installed nearer to the air tank (5,5a) than the flow-restricting unit, and configured to open the connection flow path to the atmosphere when the measurement value reaches a third pressure higher than the second pressure and close the connection flow path when the measurement value reaches a fourth pressure higher than the second pressure and lower than the third pressure after the opening. a flow-restricting unit configured to restrict an air flow, and a valve main body installed nearer to the air tank (5,5a) than the flow-restricting unit, and configured to open the connection flow path to the atmosphere when the measurement value reaches a third pressure higher than the second pressure and close the connection flow path when the measurement value reaches a fourth pressure higher than the second pressure and lower than the third pressure after the opening.