In this paper, first using the higher derived brackets, we give the controlling algebra of relative difference Lie algebras, which are also called crossed homomorphisms or differential Lie algebras of weight 1 when the action is the adjoint action. Then using Getzler's twisted L ∞ -algebra, we define the cohomology of relative difference Lie algebras. In particular, we define the regular cohomology of difference Lie algebras by which infinitesimal deformations of difference Lie algebras are classified. We also define the cohomology of difference Lie algebras with coefficients in arbitrary representations, and using the second cohomology group to classify abelian extensions of difference Lie algebras. Finally, we show that any relative difference Lie algebra can be integrated to a relative difference Lie group in a functorial way. Contents 1. Introduction 1 2. The controlling algebras and cohomologies of LieAct triples and relative difference operators 3 2.1. The controlling algebra and cohomologies of LieAct triples 3 2.2. The controlling algebra and cohomologies of relative difference operators 4 3. Deformations and cohomologies of relative difference Lie algebras 6 3.1. L ∞ -algebras and the higher derived brackets 6 3.2. Deformations of relative difference Lie algebras 7 3.3. Cohomologies of relative difference Lie algebras 9 4. Cohomologies of difference Lie algebras and applications 11 4.1. Regular cohomologies of difference Lie algebras and infinitesimal deformations 11 4.2. Classification of abelian extensions of difference Lie algebras 13 5. Integrations of relative difference Lie algebras 18 References 20