Without a schematic of the relay and the power supply it is just a guess as to the cause. But it appears to be a drop in the voltage. You could try a larger cap on the supply or a larger current supply. Maybe some diodes to shunt voltage spikes from the relay coil. Post your project so we can analyze the issue.
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Post your schematic also. You didn't mention which direction temperature changes when relay activated. I suspect that PSoC's ADC setting used is Vref=Vdda/2, affecting voltage measurement.
I second @oddisey1 - use one of the internal reference voltages as ADC reference. E.g. using 1.024V Vref, which will even give you higher resolution and precision.