For practical motor imagery (MI) brain-computer interface (BCI) applications, generating a reliable model for a target subject with few MI trials is important since the data collection process is labour-intensive and expensive. In this paper, we address this issue by proposing a few-shot learning method called temporal episode relation learning (TERL). TERL models MI with only limited trials from the target subject by the ability to compare MI trials through episode-based training. It can be directly applied to a new user without being re-trained, which is vital to improve user experience and realize real-world MIBCI applications. We develop a new and effective approach where, unlike the original episode learning, the temporal pattern between trials in each episode is encoded during the learning to boost the classification performance. We also perform an online evaluation simulation, in addition to the offline analysis that the previous studies only conduct, to better understand the performance of different approaches in real-world scenario. Extensive experiments are completed on four publicly available MIBCI datasets to evaluate the proposed TERL. Results show that TERL outperforms baseline and recent state-of-the-art methods, demonstrating competitive performance for subject-specific MIBCI where few trials are available from a target subject and a considerable number of trials from other source subjects.