A computer program product and a computer system for distributed dynamic sizing and load self-management for a relay infrastructure. Program instructions are executable to initiate, by the non-leaving relay in a relay infrastructure, an expansion process, in response to determining that a current load level reaches an expansion level and in response to determining that an overload condition of the relay infrastructure is satisfied; send to a server, by the non-leaving relay, an expansion message, in response to initiating the expansion process; send to the server, by the non-leaving relay, local statistics of endpoints of the non-leaving relay; shift, by the non-leaving relay, one or more endpoints of the non-leaving relay to a first new relay, in response to the server selecting from the endpoints an endpoint and converting the endpoint to the first new relay.