The nature of the three pentaquark states, Pc(4312), Pc(4440) and Pc(4457), discovered by the LHCb Collaboration in 2019, is still under debate, although the D( * ) Σc molecular interpretation seems to be the most popular. In this work, by adding a D meson into the D * Σc pair, we investigate the mass and decay width of the three-body molecules D D * Σc and explore the correlation between the existence of the D D * Σc molecules with the existence of D( * ) Σc and D * D two-body molecules. The latter can be identified with the doubly charmed tetraquark state Tcc recently discovered by the LHCb Collaboration. Based on the molecular nature of Pc(4312), Pc(4440), Pc(4457), and Tcc, our results indicate that there exist two three-body bound states of D D * Σc with I(J P ) = 1(1/2 + ) and I(J P ) = 1(3/2 + ), and binding energies 37.24 MeV and 29.63 MeV below the D D * Σc mass threshold. In addition, we find that the mass splitting of these two three-body molecules are correlated to the mass splitting of Pc(4440) and Pc(4457), which offers a non-trivial way to reveal the molecular nature of these states. The partial widths of two D D * Σc molecules decaying into J/ψp D and J/ψp D * are found to be several MeV. We recommend the experimental searches for the D D * Σc molecules in the J/ψp D and J/ψp D * invariant mass distributions.