A fragment of bone, believed to come from Becket's arm, had been held by the Basilica of Esztergom in Hungary.
The relic will make its way across England for seven days before arriving at Canterbury Cathedral, where Beckett was murdered in 1170.
Becket's relic was received at Westminster Cathedral in London by Cardinal Vincent Nichols before Mass was celebrated.
The pilgrimage will continue throughout the week as senior clerics from the Anglican and Roman Catholic churches conduct a series of services at each location.
The relic will be on display at Westminster Abbey on Tuesday.
On Wednesday afternoon there will be a public service at Becket's birthplace at Cheapside in the City of London, in St Magnus the Martyr Church.
His relic will return to Westminster Abbey before travelling to Rochester on Saturday and then on to Canterbury, with a final service at 1.30pm on Sunday.
Becket was the Archbishop of Canterbury from 1162 until he was murdered by knights of King Henry II in 1170, after the monarch reportedly said: "Who will rid me of this troublesome priest?"
Becket was killed in Canterbury Cathedral by four swordsmen on December 29. The top of his head was sliced off in the bloody attack.
He was canonised by Pope Alexander III and is revered as a saint and a martyr by the Catholic and Anglican churches.
King Henry VIII ordered the destruction of the rest of Becket's bones and shrine when he dissolved the monasteries in 1538.