An example loading regulator having an internal relief valve apparatus includes a body having a loading diaphragm disposed between a first casing and a second casing. The first casing and a first side of the loading diaphragm define a first chamber and the second casing and a second side of the loading diaphragm define a second chamber. A relief valve assembly is coupled to the loading diaphragm. The relief valve assembly includes a relief valve seat having an aperture that forms a passageway to fluidly couple the first chamber and the second chamber and a relief valve plug movably coupled to the relief valve seat. The relief valve plug is to move away from the relief valve seat to a bleed position to allow the flow of fluid between the first chamber and the second chamber in response to an outlet pressure substantially greater than a pressure at which the loading regulator enters a lock-up condition.