The decays $\Lambda_b^0 \to D^+ p \pi^- \pi^-$ and $\Lambda_b^0 \to D^{*+} p \pi^- \pi^-$ have been observed for the first time and the branching ratios $Br(\Lambda_b^0 \to D^+ p \pi^- \pi^-)/Br(B^0 \to D^+ \pi^+ \pi^- \pi^-) $ and $Br(\Lambda_b^0 \to D^{*+} p \pi^- \pi^-)/Br(\Lambda_b^0 \to D^+ p \pi^- \pi^-) $ have been measured. The data sample corresponds to the integrated luminosity of 3 fb$^{-1}$ acquired with the LHCb detector from 7 and 8 TeV pp collisions. Firstly, algorithm for the first observation of $\Lambda_b^0 \to D^+ p \pi^- \pi^-$ decay was developed. The $\Lambda_b^0 \to D^{*+} p \pi^- \pi^-$ decay isn't fully reconstructed within this method. But the signal from this decay can be clearly seen in the distribution over $D^+ p \pi^- \pi^-$ invariant mass and can be fitted as well as the main signal. The preliminary results for the branching ratios are: $ \bullet {Br(\Lambda_b^0 \to D^+ p \pi^- \pi^-) * \sigma_{\Lambda_b^0}/Br(B^0 \to D^+ \pi^+ \pi^- \pi^-)* \sigma_{B^0}=0,0210 \pm 0,0015(stat) \pm 0,0008(sys),}$ where $ \sigma_{\Lambda_b^0}$ and $\sigma_{B^0}$ - production cross sections of $\Lambda_b^0$ and $B^0$respectively. $\bullet Br(\Lambda_b^0 \to D^{*+} p \pi^- \pi^-)/Br(\Lambda_b^0 \to D^+ p \pi^- \pi^-)=2,18 \pm 0,27(stat) \pm 0,04(Br),$ where last error connected to the measurement of branching $Br(D^{*+} \to D^+ \pi^0) + Br(D^{*+} \to D^+ \gamma)$.