The influence of correlation effects on the orbital moments for transition metals and their alloys is studied by first-principle relativistic density functional theory in combination with the dynamical mean-field theory. In contrast to the previous studies based on the orbital polarization corrections we obtain an improved description of the orbital moments for a wide range of studied systems as bulk Fe, Co and Ni, Fe-Co disordered alloys and 3d impurities in Au. The proposed scheme can give simultaneously a correct dynamical description of the spectral function as well as static magnetic properties of correlated disordered metals.