Context. The RAVE spectroscopic survey for galactic structure and evolution obtains 8400-8800 Å spectra at 7500 resolving power at the UK Schmidt Telescope using the 6dF multi-fiber positioner. More than 300 000 9 ≤ I C ≤ 12 and |b|≥ 25° southern stars have been observed to date. Aims. This paper presents the first intrinsic examination of stellar spectra from the RAVE survey, aimed at evaluating their diagnostic potential for peculiar stars and at contributing to the general understanding of luminous blue variables (LBVs). Methods. We used the multi-epoch spectra for all seven LBVs observed, between 2005 and 2008, in the Large Magellanic Cloud (LMC) by the RAVE survey. Results. We demonstrate that RAVE spectra possess significant diagnostic potential when applied to peculiar stars and, in particular, LBVs. The behaviour of the radial velocities for both emission and absorption lines, and the spectral changes between outburst and quiescence states are described and found to agree with evidence gathered at more conventional wavelengths. The wind outflow signatures and their variability are investigated, with multi-components detected in S Doradus. Photoionisation modelling of the rich emission line spectrum of R 127 shows evidence of a massive detached ionised shell that was ejected during the 1982-2000 outburst. Surface inhomogeneities in the nuclear-processed material, brought to the surface by heavy mass loss, could have been observed in S Doradus, even if alternative explanations are possible. We also detect the transition from quiescence to outburst state in R 71. Finally, our spectrum of R 84 offers one of the clearest views of its cool companion.