If you are connecting to your router using WiFi, that may be the problem, if you can try a cabled connection,
downloads should be quicker and the connection is less likely to break. Also whilst downloading minimise the
number of devices sharing your internet connection.
If you still don't have success with Software Update try the standalone download from here,
https://support.apple.com/kb/DL2010?viewlocale=en_US&locale=en_US
once downloaded double-click to install.
Don't have your Mac set for automatic updates.