Provided are a method, system, and computer program product for creating a buffer point-in-time copy relationship for a point-in-time copy function executed to create a point-in-time copy relationship. A point-in-time copy function is initiated to create a new point-in-time copy relationship from a source volume comprising a first volume to a target volume comprising a second volume. Detection is made that the target volume of the new point-in-time copy relationship is a source volume of a first pre-existing point-in-time copy relationship having as a target volume a third volume. Detection is also made that the target volume of the first pre-existing point-in-time copy relationship is a source volume of a second pre-existing point-in-time copy relationship having as a target volume a fourth volume. A buffer point-in-time copy relationship having a source volume comprising the target volume of the first pre-existing relationship and a target volume comprising a fifth volume is created in response to detecting that the target volume of the new point-in-time copy relationship is the source volume of the first pre-existing point-in-time copy relationship and the detected that the target volume of the first pre-existing point-in-time copy relationship is the source volume of the second pre-existing point-in-time copy relationship.