We report the experimental study of a harmonic oscillator in the relativistic regime. The oscillator is composed of Bose-condensed lithium atoms in the third band of an optical lattice, which have an energy‚Ä{\`ımomentum relation nearly identical to that of a massive relativistic particle, with an effective mass reduced below the bare value and a greatly reduced effective speed of light. Imaging the shape of oscillator trajectories at velocities up to 98% of the effective speed of light reveals a crossover from sinusoidal to nearly photon-like propagation. The existence of a maximum velocity causes the measured period of oscillations to increase with energy; our measurements reveal beyond-leading-order contributions to this relativistic anharmonicity. We observe an intrinsic relativistic dephasing of oscillator ensembles, and a monopole oscillation with exactly the opposite phase of that predicted for non-relativistic harmonic motion. All observed dynamics are in quantitative agreement with longstanding but hitherto-untested relativistic predictions.