The motion of a spinning relativistic particle in external electromagnetic and gravitational fields is described self-consistently using the noncovariant description of spin and the usual - 'naive' - definition of the coordinate of a relativistic particle. A simple derivation of the gravitational interaction of first order in spin, is presented for a relativistic particle. The approach developed in the paper allows effects of higher order in spin to be considered. Specifically, second order calculations are performed. The gravimagnetic moment is discussed, which is a special spin effect in general relativity. The contributions of the first- and second-order spin interactions to the gravitational radiation of compact binary stars are considered.