alexartd

If I connect led anode (+) to the same GPIO and led catode (-) to GND it works so GPIO is controlled correctly, but if the same GPIO is connected...

Many thanks but it is what I've done and I'm sure that relay is connected well, as explained on internet. You haven't understand my question. I think that the problem...

Ok but I've wrote that if I connect a led in the place of relay, it work so GPIO work.

I think this is the solution: https://iot-playground.com/images/articles/053/ESP8266_4_relay_switch.png

Probably my relay is different from your. I don't know.

My relay turn on with pin IN connected to GND or also to 3.3V. GPIO pin from MCU turn from 0V to 3.3V but I don't understand why it cannot...