In this paper, we use projectivity relative to kG-modules to define groups of relatively endotrivial modules, which are obtained by replacing the notion of projectivity with that of relative projectivity in the definition of ordinary endotrivial modules. To achieve this goal we develop the theory of projectivity relative to modules with respect to standard groups operations such as induction, restriction and inflation. As a particular example, we show how these groups can generalise the Dade group. Finally, for finite groups having a cyclic Sylow p-subgroup, we determine all the different subcategories of relatively projective modules and the structure of all the different groups of relatively endotrivial modules.