The nuclear-spin-dependent parity-violation contributions to the nuclear magnetic resonance shielding and nuclear spin-rotation tensors (σPV and MPV, respectively) are known to be formally related to one another in the non-relativistic regime. In this work, the polarization propagator formalism and the linear response within the elimination of small components model are used to show a new and more general relationship between them, which is valid within the relativistic framework. The full set of the zeroth- and first-order relativistic contributions to σPV and MPV are also given here for the first time, and these results are compared with previous findings. According to four-component relativistic calculations, the electronic spin-orbit effects are the most significant ones for the isotropic values of σPV and MPV in the H2X2 series of molecules (with X = O, S, Se, Te, and Po). When only scalar relativistic effects are taken into account, the non-relativistic relationship between σPV and MPV does hold. However, when the spin-orbit effects are taken into consideration, this old non-relativistic relationship breaks down, and therefore, the new one must be considered.