This paper studies the Mei symmetry and conservation law of the relativistic mechanical system. The definition and criterion of Mei symmetry for the relativistic mechanical system are established, which are based upon the invariance of dynamical functions under infinitesimal transformations. A new conservation law is deduced directly from the Mei symmetry of the system, and the condition under which a Mei symmetry can lead to a new conservation law is obtained and the form ofthe conservation law is presented. An example is given to illustrate the application of the results.