Existing Optimal Transport (OT) methods mainly derive the optimal transport plan/matching under the criterion of transport cost/distance minimization, which may cause incorrect matching in some cases. In many applications, annotating a few matched keypoints across domains is reasonable or even effortless in annotation burden. It is valuable to investigate how to leverage the annotated keypoints to guide the correct matching in OT. In this paper, we propose a novel KeyPoint-Guided model by ReLation preservation (KPG-RL) that searches for the matching guided by the keypoints in OT. To impose the keypoints in OT, first, we propose a mask-based constraint of the transport plan that preserves the matching of keypoint pairs. Second, we propose to preserve the relation of each data point to the keypoints to guide the matching. The proposed KPG-RL model can be solved by the Sinkhorn's algorithm and is applicable even when distributions are supported in different spaces. We further utilize the relation preservation constraint in the Kantorovich Problem and Gromov-Wasserstein model to impose the guidance of keypoints in them. Meanwhile, the proposed KPG-RL model is extended to partial OT setting. As an application, we apply the proposed KPG-RL model to the heterogeneous domain adaptation. Experiments verified the effectiveness of the KPG-RL model.