The rapid development of high-speed railways (HSRs) puts forward high requirements on the corresponding communication system. Millimeter wave (mmWave) can be a promising solution due to its wide bandwidth, narrow beams, and rich spectrum resources. However, with the large number of antenna elements employed, energy-efficient solutions at mmWave frequencies are in great demand. Based on a mmWave HSR communication system with multiple mobile relays (MRs) on top of the train, a dynamic power-control scheme for train-ground communications is proposed. The scheme follows the regular movement characteristics of high-speed trains and considers three phases of train movement: the train enters the cell, all MRs are covered in the cell, and the train leaves the cell. The transmit power is further refined according to the number of MRs in the cell and the distance between the train and the remote radio head. By minimizing energy consumption under the constraints of the transmitted data and transmit power budget, the transmit power is allocated to multiple MRs through the multiplier punitive function-based algorithm. Comprehensive simulation results, where the velocity estimation error is taken into account, are provided to demonstrate the effectiveness of the proposed scheme over several baseline schemes.