The electrical properties of Pb(Mg1/3Nb2/3)O3-PbTiO3 (PMN-PT)-based polycrystalline ceramics and single crystals were investigated as a function of scale ranging from 500 μm to 30 μm. Fine-grained PMN-PT ceramics exhibited comparable dielectric and piezoelectric properties to their coarse-grained counterpart in the low frequency range (<10 MHz), but offered greater mechanical strength and improved property stability with decreasing thickness, corresponding to higher operating frequencies (>40 MHz). For PMN-PT single crystals, however, the dielectric and electromechanical properties degraded with decreasing thickness, while ternary Pb(In1/2Nb1/2)O3-Pb(Mg1/3Nb2/3)O3-PbTiO3 (PIN-PMN-PT) exhibited minimal size-dependent behavior. The origin of property degradation of PMN-PT crystals was further studied by investigating the dielectric permittivity at high temperatures, and domain observations using optical polarized light microscopy. The results demonstrated that the thickness-dependent properties of relaxor-PT ferroelectrics are closely related to the domain size with respect to the associated macroscopic scale of the samples.