There is controversy about the persistence or not of the relaxor state in the nanoscale. We report here the dielectric properties of nanostructured ceramics of the Pb(Zn1/3Nb2/3)O3–Pb(Fe1/2Nb1/2)O3–PbTiO3 ternary system with an average grain size of 20 nm, which clearly indicate that it persists as long as correlations among polar nanoregions are possible across grain boundaries. Two independent Vogel–Fulcher type relaxations are found in the materials that have a non-negligible width of the size distribution, which are proposed to be associated with intra- and intergranular correlations that show freezing at different temperatures.