In this paper, we establish a local Lie theory for relative Rota-Baxter operators of weight $1$. First we recall the category of relative Rota-Baxter operators of weight $1$ on Lie algebras and construct a cohomology theory for them. We use the second cohomology group to study infinitesimal deformations of relative Rota-Baxter operators and modified $r$-matrices. Then we introduce a cohomology theory of relative Rota-Baxter operators on a Lie group. We construct the differentiation functor from the category of relative Rota-Baxter operators on Lie groups to that on Lie algebras, and extend it to the cohomology level by proving Van Est theorems between the two cohomology theories. Finally, we integrate a relative Rota-Baxter operator of weight 1 on a Lie algebra to a local relative Rota-Baxter operator on the corresponding Lie group, and show that the local integration and differentiation are adjoint to each other.
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