An axisymmetric, stationary electrodynamic model of the central engine of an active galactic nucleus has been well formulated by Macdonald and Thorne. In this model the relativistic region around the central black hole must be filled by highly conducting plasma and the equations of magnetohydrodynamics are then satisfied. In this paper we analyze magnetohydrodynamic wave propagation in this region. We find that there are three distinct types of waves - the Alfven wave and two magnetosonic waves. The wave equations turn out to be not very different from those in nonrelativistic case except they are redshifted.