We introduce the transcorrelated Density Matrix Renormalization Group (tcDMRG) theory for the efficient approximation of the energy for strongly correlated systems. tcDMRG encodes the wave function as a product of a fixed Jastrow or Gutzwiller correlator and a matrix product state. The latter is optimized by applying the imaginary-time variant of time-dependent (TD) DMRG to the non-Hermitian transcorrelated Hamiltonian. We demonstrate the efficiency of tcDMRG at the example of the two-dimensional Fermi-Hubbard Hamiltonian, a notoriously difficult target for the DMRG algorithm, for different sizes, occupation numbers, and interaction strengths. We demonstrate fast energy convergence of tcDMRG, which indicates that tcDMRG could increase the efficiency of standard DMRG beyond quasi-monodimensional systems and provides a generally powerful approach toward the dynamic correlation problem of DMRG.