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We construct a coupling between a massive GFF and a random curve in which the curve can be interpreted as the level line of the field and has the law of massive SLE$_4$. This coupling is obtained by reweighting the law of the standard coupling GFF-SLE$_4$ and our result can be seen as a conditional version of the path-integral formulation of the massive GFF. We then show that by reweighting the law of the coupling GFF-CLE$_4$ in a similar way, one obtains a coupling between a massive GFF and a random countable collection of simple loops, that we call massive CLE$_4$. Using this coupling, we relate massive CLE$_4$ to the massive Brownian loop soup with intensity $1/2$, thus proving a conjecture of Camia. As the law of the massive GFF, the laws of massive SLE$_4$ and massive CLE$_4$ are conformally covariant.