entspannen is most commonly used transitive, i.e. with an accusative object. Therefore, while English
relax is often used without an object, this meaning is preferrably expressed in German with a reflexive pronoun:
Zeit, mich zu entspannen
Moreover, it is very uncommon to negate
haben (the full verb) with an amount, a mass noun, or similar contexts. In German, you have no / none of something. You only don't have a specific item:
Ich habe keine Zeit gehabt.
You end up with:
Ich habe keine Zeit gehabt, mich zu entspannen.
You could also say:
Ich habe keine Zeit mich zu entspannen gehabt.
But this word order makes the sentence a little "bumpy".
Alternatively, you can nominalize
entspannen. I suppose this is the most common phrasing:
Ich habe keine Zeit zum Entspannen gehabt.
Also note that
Zeit, being a noun, has to be capitalized regardless of its position in the sentence.