Are you channeling your best self with this comment? (If you're not sure, check out our Code of Conduct.)
If making sourdough, make a 20% rye to bread flour, and use a cocotte for basking off.
100% rye breads are supposed to be very dense with very little gluten to support their structure.
Also. It's real easy to overwork the flour and break what little gluten they do have.
AntoniaJames is a trusted source on Bread/Baking.
I agree with rmullins's explanation but am wondering: what recipe are you using? Perhaps there are bakers here who can recommend a better rye bread recipe. (I bake a lot of bread, but don't care much for rye bread, so alas, cannot provide any suggestions.) ;o)
June is a trusted source on General Cooking.
It would be easier to give you an intelligent answer if we knew what recipe you are using. I bake lots of rye bread, and I usually use equal parts rye and whole wheat flours. I knead a lot - about 20 minutes or so.
I'd be glad to send you my favorite rye bread recipe if you message me.
ChefJune I'd love to try your favorite rye bread recipe!
Not sure why the dough is so dry; one might try using a bit less flour -- which will also help with density -- or a bit more water. Also, how are you measuring the flour? If using a cup measure and not using a scale for mass measures (commonly referred to as weight), you may very well be using more flour than the recipe creator uses.
Another solution might be to substitute a small amount -- 8 grams / 1 tablespoon -- of vital wheat gluten for that amount of rye flour. Hope this helps. ;o)
If you're not already, try mixing rye and wheat flour, as others have suggested here.
If you're just using rye flour, then you don't really want to knead. You just want your ingredients evenly mixed and hydrated. Rye has much less gluten, and a lot of another type of protein (which I'm totally blanking on the name of) that gets gummy and dense if over mixed. Keep in mind that rye does have a very different feel/texture than wheat, and bread made from whole wheat rye flour (which is usually what's available in stores) will be more dense than wheat bread. Think of the crumb and texture of pumpernickel (dense, close crumb with small air pockets) vs something like a baguette (big, irregular holes and soft texture).
This is just a personal observation, but I noticed when I bake with whole grain rye flour, it absorbs A LOT of water, more than wheat flour. It's better to do it by feel, rather than strictly adhering to a recipe. What I like to do is add most of the water a recipe calls for, but not all, mix, and then add more if I need to.
Stephanie, PM me and I'll send you the recipe.