Clinical supervision is a relationship-based education, considered crucial in providing clinicians with emotional support, skill development and improving client outcomes. Culturally responsive supervision assumes that culture permeates clinical practice and supervision. Culturally responsive supervisors promote the development of cultural competence in supervision, through modelling, reflective discussion and responsivity. Research has demonstrated that greater perceived cultural responsivity in supervision may result in greater satisfaction for supervisees, particularly those from racially or ethnically minoritised (REM) backgrounds. The current study explores supervisee perceptions of culturally responsive supervision and supervisory relationships between different supervisory dyads, comprising supervisees from REM and White backgrounds. This was a cross-sectional design incorporating a between-groups comparison. Trainee and qualified clinical psychologists, counselling psychologists and CBT therapists (n = 222) completed an online survey. Perceptions of cultural responsivity and the supervisory relationship were explored. Participants provided information about their supervisor’s race and ethnicity and their own, and were organised into four supervisory dyads. Participants from REM backgrounds in dyads with White supervisors perceived their supervision as significantly less culturally responsive, with significantly lower quality supervisory relationships. Greater perceived cultural responsivity in supervision significantly predicted better supervisory relationships (regardless of participant cultural background). Findings suggest that culturally responsive supervisory practices may play an important role in developing cultural competence and strengthening the supervisory relationship, particularly in cross-cultural supervisory dyads. Findings present important clinical and theoretical implications.