We report the observation of a transparency window in the dielectric resonant absorption spectrum of the relaxor ferroelectric K1-xLixTaO3 (KLT) in the vicinity of its weakly first order transition. This phenomenon is shown to be conceptually similar to the electro-magnetically induced transparency (EIT) phenomenon observed in atomic vapors, which can be modeled classically by a driven master -slave oscillator system. In KLT, it reveals the presence of macroscopic hetero-phase fluctuations and provides unique information on the nature and mechanism of the phase transition in relaxors.