Thoroughly wash the orange. Using a microplane or zester, grate approximately 2 teaspoons of orange zest and set aside.
Peel the orange, removing all the white pith. Separate the orange into segments, removing any seeds.
In a food processor, combine the cranberries, orange segments, reserved orange zest, sugar, and cinnamon.
Pulse until the mixture reaches your desired consistency - about 8-10 pulses for a chunkier relish, or process longer for a smoother texture.
Transfer the mixture to a glass container with a lid and refrigerate for at least 2 hours or preferably overnight to allow the flavors to meld together.
Before serving, taste and adjust sweetness if needed by stirring in additional sugar.