The low-frequency fluctuations and high-dimensional chaos with 12.2 correlation dimensions were generated experimentally by a semiconductor laser with optical feedback. Extensive experimental and numerical studies were performed to reveal the evolution process from low-frequency fluctuations to chaos. Our results showed that there exists a obvious critical point for the semiconductor laser's bias current. When the bias current Ib is set below 1.03Ith, the peak-to-peak value of the low-frequency fluctuations increases at first and then decreases with the feedback strength decreasing, while its average period keeps decreasing. In this process, the output of the semiconductor laser never goes chaos. However, when the bias current Ib is set beyond 1.03Ith, chaos appears and is persistent in this range. Moreover, the peak-to-peak value of the low-frequency fluctuations increases continuouslly and its duration decreases with the decrease of the feedback strength. Three stages experienced in the process leading from stable emission and low-frequency fluctuation to chaos are established. Numerical simulations are well consistent with the experimental results.