We review a relativistic approach to the heavy quark physics in lattice QCD by applying a relativistic $O(a)$ improvement to the massive Wilson quark action on the lattice. After explaining how power corrections of $m_Q a$ can be avoided and remaining uncertainties are reduced to be of order $(aLambda_{rm QCD})^2$, we demonstrate a determination of four improvement coefficients in the action up to one-loop level in a mass dependent way. We also show a perturbative determination of mass dependent renormalization factors and $O(a)$ improvement coefficients for the vector and axial vector currents. Some preliminary results of numerical simulations are also presented.