Context. Stellar coronal mass ejections (CMEs) are the primary driver of exoplanetary space weather and may affect the habitability of exoplanets. However, detections of possible stellar CME signatures are extremely rare. Aims. This work aims to detect stellar CMEs from time-domain spectra observed through the LAMOST Medium-Resolution Spec-troscopic Survey (LAMOST-MRS). Our sample includes 1 379 408 LAMOST-MRS spectra of 226 194 late-type main-sequence stars (T-eff < 6000 K, log[g/(cm s(-2))] > 4.0). Methods. We first identified stellar CME candidates by examining the asymmetries of H alpha line profiles and then performed double Gaussian fitting for H alpha contrast profiles (differences between the CME spectra and reference spectra) of the CME candidates to analyse the temporal variation in the asymmetric components. Results. Three stellar CME candidates were detected on three M dwarfs. The H alpha and Mg I triplet lines (at 5168.94 angstrom, 5174.13 angstrom, and 5185.10 angstrom) of candidate 1 all exhibit a blue-wing enhancement, and the corresponding Doppler shift of this enhancement shows a gradually increasing trend. The H alpha line also shows an obvious blue-wing enhancement in candidate 2. In candidate 3, the H alpha line shows an obvious red-wing enhancement, and the corresponding projected maximum velocity exceeds the surface escape velocity of the host star. The lower limit of the CME mass is estimated to be similar to 8 x 10(17) g to 4 x 10(18) g for these three candidates.