In this letter, power allocation methods are devised for Amplify-and-Forward (AF) opportunistic relaying systems aiming at minimizing the outage probability. First, we extend the result on outage probability in [8] and develop an approximate expression to simplify the power allocation problem. A corresponding optimization problem is constructed and proved to be convex. Then an iterative numerical method is proposed to find the optimal power allocation factor. We also propose a near-optimal method which can directly calculate the power allocation factor to reduce computational complexity. Numerical results show that the proposed methods have a similar performance with the ideal one, and outperform equal power allocation significantly with little overhead.