Relaying is a key technology for millimeter wave communications to extend the range and to route around blockages. In practical implementation of relaying systems, probing is required to identify proper neighbor terminals which will serve as relays. There is however an inherent trade-off between relay probing and required overhead. In this paper, we consider WiGig (IEEE 802.11ad) devices, which are multiband capable with Wi-Fi support, and propose a Wi-Fi assisted relay probing for WiGig device-to-device networks. In the proposed scheme, Wi-Fi received signal strengths are used to pre-select the WiGig relays expected to maximize the spectral efficiency of the overall system. Then, only these pre-selected relays are used in online relay probing step. Simulation analysis demonstrate improvements in throughput and energy consumptions over existing relay probing schemes.