Intense lasers interacting with dense targets accelerate relativistic electron beams, which transport part of the laser energy into the target depth. However, the overall laser-to-target energy coupling efficiency is impaired by the large divergence of the electron beam, intrinsic to the laser-plasma interaction. Here we demonstrate that an efficient guiding of MeV electrons with about 30 MA current in solid matter is obtained by imposing a laser-driven longitudinal magnetostatic field of 600 T. In the magnetized conditions the transported energy density and the peak background electron temperature at the 60-μm-thick target's rear surface rise by about a factor of five, as unfolded from benchmarked simulations. Such an improvement of energy-density flux through dense matter paves the ground for advances in laser-driven intense sources of energetic particles and radiation, driving matter to extreme temperatures, reaching states relevant for planetary or stellar science as yet inaccessible at the laboratory scale and achieving high-gain laser-driven thermonuclear fusion.