We reported the dielectric properties of Pb(Mg1/3Nb2/3)O3–PbTiO3 single crystal in the temperature range of 300–1073 K and the frequency range of 100 Hz–10 MHz. Our results showed the coexistence of both true- and pseudo-relaxor behaviors in the crystal. The true relaxor behavior related to the paraelectric-ferroelectric phase transition occurs at~423 K. The pseudo-relaxor behavior appearing at~773 K was found to be related to oxygen vacancies. Further investigation reveals that the pseudo-relaxor behavior has fine structure: it contains two oxygen-vacancy-related relaxation processes. The low-temperature relaxation process is a dipolar relaxation created by the hopping motions of the oxygen vacancies, and the high-temperature relaxation process is a Maxwell-Wagner relaxation caused by the sample/electrode contacts.