The self-focusing of an intense right circularly polarized Gaussian laser pulse in magnetized plasma is studied. The ions are taken to be immobile and relativistic mass effect is incorporated in both the plasma frequency (ωp) and the electron cyclotron frequency (ωc) while determining the ponderomotive force on electrons. The ponderomotive force causes electron expulsion when the effective electron cyclotron frequency is below twice the laser frequency. The nonlinear plasma dielectric function due to ponderomotive and relativistic effects is derived, which is then employed in beam-width parameter equation to study the self-focusing of the laser beam. From this, we estimate the importance of relativistic self-focusing in comparison with ponderomotive self-focusing at moderate laser intensities. The beam width parameter decreases with magnetic field indicating better self-focusing. When the laser intensity is very high, the relativistic gamma factor can be modeled as ${\rm \gamma} = 0.8\left({{{{\rm \omega} _c } / {\rm \omega} }} \right)+ \sqrt {1 + a_0^2 }$ where ω and a0 are the laser frequency and the normalized laser field strength, respectively. The cyclotron effects on the self-focusing of laser pulse are reduced at high field strengths.