We report on a first relativistic calculation of the quenched bottomonium spectrum from anisotropic lattices. Using a very fine discretisation in the temporal direction we were able to go beyond the non-relativistic approximation and perform a continuum extrapolation of our results from five different lattice spacings (0.04-0.17 fm) and two anisotropies (4 and 5). We investigate several systematic errors within the quenched approximation and compare our results with those from non-relativistic simulations.