Direct marketing (DM) is considered to be a significant instrument with which to achieve relationships with customers, yet there is little explanation of the precise role of DM in relationship development. The current academic literature linking DM and relationship marketing (RM) is almost entirely focused on consumer markets, more quantitative-oriented, and neglecting the customers'' side of this "relationship" development. There is a clear need to understand how this link actually happens, namely which are the activities and processes behind it. This work explores the link between DM and RM, examining the customers'' perspective. It is key for a business marketing approach to be based upon an accurate understanding of their customers'' needs and preferences, rather than mere presumptions of what the customer should have or should want. This study contributes significantly to the DM and RM literature. It explains which are the DM key roles in the relationship development. The research findings may be applied to the marketing practices of companies aiming to develop better and more effective relationships through DM with their customers.