Photons move along lightlike geodesics regardless of the observer, so although energy $E=h\nu$ and momentum $\boldsymbol{p} = (h/\lambda)\boldsymbol{\hat{n}}$ depend on the observer, the following quantity is invariant:
$$\frac{E^2}{c^2} - \boldsymbol{p}\cdot \boldsymbol{p} = 0$$
In special relativity theory, Lorentz transformations imply that for two observers O and O' with relative velocity $V$ along X axis (assume O is static withe respect to the light source, and O' is approaching the source), we have the relations:
$$E' = \frac{E-V p_x}{\sqrt{1-V^2/c^2}}, \quad p'_x = \frac{p_x - EV/c^2}{\sqrt{1-V^2/c^2}},\quad p'_y = p_y, \quad p'_z = p_z $$
where $(E/c,p_x,p_y,p_z)$ and $(E'/c,p'_x,p'_y,p'_z)$ are the energy-momentum componentes measured by O and O'. These two expressions in turn imply that:
$$\nu' = \nu \sqrt{\frac{1+V/c}{1-V/c}}, \qquad \lambda' = \lambda \sqrt{\frac{1-V/c}{1+V/c}}$$
The the light velocity for both observers are:
$$c = \lambda\nu, \qquad c' = \lambda'\nu' = \left(\lambda\sqrt{\frac{1-V/c}{1+V/c}}\right)\ \left(\nu \sqrt{\frac{1+V/c}{1-V/c}}\right) = c$$
Thus, since the wavelength contracts as an observer moves toward the wave source (Lorentz distance contraction), there must be a time dilation to compensate for it, otherwise some observer would see the light moving at a speed different from $c$.