In this paper, worst-case robust beamforming to minimize the transmit power with quality of service (QoS) constraint is investigated for wireless relay networks with direct link. To be practical, channel errors are assumed for all the links including source-to-relay, relay-to-destination, and direct source-to-destination links. The signals coming from the relay link and direct link are combined by maximum ratio combining based on the channel estimates. After identifying the worst cases of the total transmit powers at the relays and the signal-to-noise-ratio (SNR) at the receivers, the beamforming problem is reformulated and an iterative algorithm is proposed to solve the robust beamforming based on semi-definite relaxation. Sim-ulation results demonstrate that the proposed beamforming can significantly reduce the transmit power while guarantee the QoS.