There are three essential problems in computational relativistic chemistry: Electrons moving at relativistic speeds, close lying states, and dynamical correlation. Currently available quantum-chemical methods are capable of solving systems with one or two of these issues. However, there is a significant class of molecules in which all the three effects are present. These are the heavier transition metal compounds, lanthanides, and actinides with open d or f shells. For such systems, sufficiently accurate numerical methods are not available, which hinders the application of theoretical chemistry in this field. In this paper, we combine two numerical methods in order to address this challenging class of molecules. These are the relativistic versions of coupled cluster methods and the density matrix renormalization group (DMRG) method. To the best of our knowledge, this is the first relativistic implementation of the coupled cluster method externally corrected by DMRG. The method brings a significant reduction of computational costs as we demonstrate on the system of TlH, AsH, and SbH.