Relaxor behavior has been found in the solid solution between complex perovskite Ba(Mg1/3Nb2/3)O3 (BMN) and ferroelectric PbTiO3 (PT), 0.4BMN-0.6PT, prepared by solid state reactions. A strong dispersion of the maximum dielectric permittivity (ε′) appears around the temperature of Tm, which shifts towards higher temperatures with increasing frequency. The variation of Tm with frequency follows the Vogel-Fulcher relationship. The variation of 1/ε′ with temperature above Tm deviates from the Curie-Weiss law but satisfies a Lorentz-type function. The dielectric hysteresis loops are displayed at several temperatures which become slimmer at T≫Tm. The remnant polarization gradually decreases with increasing temperature and persists up to above Tm.