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In the paper, the source/relays-precoders and destination-equalizer combined optimization is proposed in a dual-hop multiple-input multiple-output (MIMO) amplify-and -forward (AF) multiple-relay system with correlated channel uncertainties in both hops. By taking correlated channel uncertainties into account, a robust transceiver joint design is developed based on the minimum mean-squared error (MMSE) criterion under individual power constraints at the source and relays. Simulation results illustrate that the robust transceiver design architecture for an AF-MIMO system equipped with multiple relays outperforms substantially the non-robust transceiver design.