The use of perturbation-dependent London atomic orbitals, also called gauge including atomic orbitals, has proven efficient for calculations of NMR shielding constants and other magnetic properties in the nonrelativistic framework. In this paper, the theory of London atomic orbitals for NMR shieldings is extended to the four-component relativistic framework and our implementation is described. The relevance of London atomic orbitals in four-component calculations as well as computational aspects are illustrated with test calculations on hydrogen iodide. We find that the use of London atomic orbitals is an efficient method for reliable calculations of NMR shielding constants with standard basis sets, also for four-component calculations with spin-orbit coupling effects included in the wave function optimization. Furthermore, we find that it is important that the small component basis functions fulfill the magnetic balance for accurate description of the diamagnetic shielding and that the role of London atomic orbitals in the relativistic domain is to provide atomic magnetic balance even in the molecular case, thus greatly improving basis set convergence. The Sternheim approximation, which calculates the diamagnetic contribution as an expectation value, leads to significant errors and is not recommended.