The Generalized Uncertainty Principle and the related minimum length are normally considered in non-relativistic Quantum Mechanics. Extending it to relativistic theories is important for having a Lorentz invariant minimum length and for testing the modified Heisenberg principle at high energies.In this paper, we formulate a relativistic Generalized Uncertainty Principle. We then use this to write the modified Klein-Gordon, Schrodinger and Dirac equations, and compute quantum gravity corrections to the relativistic hydrogen atom, particle in a box, and the linear harmonic oscillator.