  In this paper, we investigate existence and non-existence of a nontrivial
solution to the pseudo-relativistic nonlinear Schr\"odinger equation $$\left(
\sqrt{-c^2\Delta + m^2 c^4}-mc^2\right) u + \mu u = |u|^{p-1}u\quad
\textrm{in}~\mathbb{R}^n~(n \geq 2)$$ involving an
$H^{1/2}$-critical/supercritical power-type nonlinearity, i.e., $p \geq
\frac{n+1}{n-1}$. We prove that in the non-relativistic regime, there exists a
nontrivial solution provided that the nonlinearity is
$H^{1/2}$-critical/supercritical but it is $H^1$-subcritical. On the other
hand, we also show that there is no nontrivial bounded solution either $(i)$ if
the nonlinearity is $H^{1/2}$-critical/supercritical in the ultra-relativistic
regime or $(ii)$ if the nonlinearity is $H^1$-critical/supercritical in all
cases.
