Using direct numerical simulations (DNS), we study laminar and turbulent dynamos in chiral magnetohydrodynamics with an extended set of equations that accounts for an additional contribution to the electric current due to the chiral magnetic effect (CME). This quantum phenomenon originates from an asymmetry between left-and right-handed relativistic fermions in the presence of a magnetic field and gives rise to a chiral dynamo. We show that the magnetic field evolution proceeds in three stages: (1) a small-scale chiral dynamo instability, (2) production of chiral magnetically driven turbulence and excitation of a large-scale dynamo instability due to a new chiral effect (alpha(mu) effect), and (3) saturation of magnetic helicity and magnetic field growth controlled by a conservation law for the total chirality. The alpha(mu) effect becomes dominant at large fluid and magnetic Reynolds numbers and is not related to kinetic helicity. The growth rate of the large-scale magnetic field and its characteristic scale measured in the numerical simulations agree well with theoretical predictions based on mean-field theory. The previously discussed two-stage chiral magnetic scenario did not include stage (2), during which the characteristic scale of magnetic field variations can increase by many orders of magnitude. Based on the findings from numerical simulations, the relevance of the CME and the chiral effects revealed in the relativistic plasma of the early universe and of protoneutron stars are discussed.