@ashishlijhara: Are you using a relay directly with the Bolt or are you using a relay module?
The Arduino supplies at best 50mA of current at 5V, while the Bolt supplies at best 12mA of current at 3.3v.
You have to take into consideration the activation power required by the relay. You relay probably requires more power to activate then the Bolt can supply, while Arduino may be able to supply that much power.
For a relay module, this consideration is not required, as it takes this power from the 5v supply, and only uses the Arduino or Bolt pins for signals.