We study saturation effects in the production of forward dijets in proton-lead collisions at the Large Hadron Collider, using the framework of High Energy Factorization. Such configurations, with both jets produced in the forward direction, probe the gluon density of the lead nucleus at small longitudinal momentum fraction, and also limit the phase space for emissions of additional jets. We find significant suppression of the forward dijet azimuthal correlations in proton-lead versus proton-proton collisions, which we attribute to stronger saturation of the gluon density in the nucleus than in the proton. In order to minimize model dependence of our predictions, we use two different extensions of the Balitsky-Kovchegov equation for evolution of the gluon density with sub-leading corrections.