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Context. Stellar coronal mass ejections (CMEs) are the primary driver of the exoplanetary space weather and they could 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 Spectroscopic Survey (LAMOST-MRS). Our sample includes 1,379,408 LAMOST-MRS spectra of 226,194 late-type main-sequence stars ($\rm T_{eff} < 6000$ K, $\rm log [g/(cm\ s^{-2})] > 4.0$). Methods. We first identified stellar CME candidates by examining the asymmetries of H$α$ line profiles, and then performed double Gaussian fitting for H$α$ contrast profiles (differences between the CME spectra and reference spectra) of the CME candidates to analyze the temporal variation of the asymmetric components. Results. Three stellar CME candidates were detected on three M dwarfs. The H$α$ and Mg I triplet lines (at 5168.94 Å, 5174.13 Å, 5185.10 Å) of candidate 1 all exhibit a blue-wing enhancement, and the corresponding Doppler shift of this enhancement shows a gradually increasing trend. The H$α$ line also shows an obvious blue-wing enhancement in candidate 2. In candidate 3, the H$α$ 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 was estimated to be $\sim$$8 \times 10^{17}$ g to $4 \times 10^{18}$ g for these three candidates.