When using the offical gitlab Docker container, you can use this command to run psql:
docker exec -t -u gitlab-psql [container name] pg_dump -h /var/opt/gitlab/postgresql/ -d gitlabhq_production > gitlab-dump.sql
This will save the SQL dump of the database into gitlab-dump.sql
In case you’re using a docker-compose based setup, use this command:
docker-compose exec -u gitlab-psql gitlab pg_dump -h /var/opt/gitlab/postgresql/ -d gitlabhq_production > gitlab-dump.sql
Note that gitlab in this command is the container name.