The dissipative soliton regime is one of the most advanced ways to generate high-energy femtosecond pulses in mode-locked lasers. On the other hand, the stimulated Raman scattering in a fibre laser may convert the excess energy out of the coherent dissipative soliton to a noisy Raman pulse, thus limiting its energy. Here we demonstrate that intracavity feedback provided by re-injection of a Raman pulse into the laser cavity leads to formation of a coherent Raman dissipative soliton. Together, a dissipative soliton and a Raman dissipative soliton (of the first and second orders) form a two (three)-colour stable complex with higher total energy and broader spectrum than those of the dissipative soliton alone. Numerous applications can benefit...