Predictive tasks on relational databases are critical in real-world applications spanning e-commerce, healthcare, and social media. To address these tasks effectively, Relational Deep Learning (RDL) encodes relational data as graphs, enabling Graph Neural Networks (GNNs) to exploit relational structures for improved predictions. However, existing heterogeneous GNNs often overlook the intrinsic structural properties of relational databases, leading to modeling inefficiencies. Here we introduce RelGNN, a novel GNN framework specifically designed to capture the unique characteristics of relational databases. At the core of our approach is the introduction of atomic routes, which are sequences of nodes forming high-order tripartite structures. Building upon these atomic routes, RelGNN designs new composite message passing mechanisms between heterogeneous nodes, allowing direct single-hop interactions between them. This approach avoids redundant aggregations and mitigates information entanglement, ultimately leading to more efficient and accurate predictive modeling. RelGNN is evaluated on 30 diverse real-world tasks from RelBench (Fey et al., 2024), and consistently achieves state-of-the-art accuracy with up to 25% improvement.