They are not relatives. They just tình yêu each other so much :D Lee is Gai's yêu thích student. If you're asking why they look a like, that's because Lee loves Gai so much that he made his hair like him and he always wears that suit which gai gave him.
While they do look relatively similar they are not related whatsoever they are just basic sensei (teacher) and student maybe even a bit thêm because Lee does view Guy-sensei as a role model but they are not related.
