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The theory of finitely generated relative (co)tilting modules has been established in the 1980s by Auslander and Solberg, and infinitely generated relative tilting modules have recently been studied by many authors in the context of Gorenstein homological algebra. In this work, we build on the theory of infinitely generated Gorenstein tilting modules by developing “Gorenstein tilting approximations” and employing these approximations to study Gorenstein tilting classes and their associated relative cotorsion pairs. As applications of our results, we discuss the problem of existence of complements to partial Gorenstein tilting modules as well as some connections between Gorenstein tilting modules and finitistic dimension conjectures.