Calculations of magnetic shielding constants of protons and heavy elements in HX2 molecules (X = O, S, Se, and Te) are presented based on the Dirac-Fock (DF) method in the presence of a finite magnetic field. The calculated magnetic shielding constants agree fairly well with experiments. The so-called diamagnetic, paramagnetic, Fermi-contact, and spin-dipolar terms are also presented by applying the Gordon decomposition method. The results are compared with those calculated by the quasi-relativistic (QR) method, and we found that the difference between the DF and QR methods is significant for TeH2.