Using the Hugenholtz-Van Hove theorem, we derive analytical expressions for the nuclear symmetry energy $E_{sym}(ρ)$ and its density slope $L(ρ)$ in terms of the Lorentz covariant nucleon self-energies in isospin asymmetric nuclear matter. These general expressions are useful for determining the density dependence of the symmetry energy and understanding the Lorentz structure and the microscopic origin of the nuclear symmetry energy in relativistic covariant formulism. As an example, we analyze the Lorentz covariant nucleon self-energy decomposition of $E_{sym}(ρ)$ and $L(ρ)$ and derive the corresponding analytical expressions within the nonlinear $σ$-$ω$-$ρ$-$δ$ relativistic mean field model. ; Comment: 6 pages, 2 figures. Typos fixed and discussions added. Accepted version to appear in PLB