In this paper, we consider a system of three parabolic equations in high-dimensional smoothly bounded domain$\left\{\begin{array}{llll}u_t=\Delta u-\chi_1\nabla\cdot( u\nabla w)+\mu_1u(1-u-a_1v),\quad &x\in \Omega,\quad t>0,\\v_t=\Delta v-\chi_2\nabla\cdot( v\nabla w)+\mu_2v(1-a_2u-v),\quad &x\in\Omega,\quad t>0,\\w_t=\Delta w- w+u+v,\quad &x\in\Omega,\quad t>0,\\\end{array}\right.$which describes the mutual competition between two populations on account of the Lotka-Volterra dynamics.For any cross-diffusivities $\chi_1>0$ and $\chi_2>0$ and the rates $a_1>0$ and $a_2>0$, it is proved that the global classical bounded solutions exist for sufficiently regular initial data when the parameters $\mu_1$ and $\mu_2$ are sufficiently large. In deriving the convergence of solutions to this system, we need to distinguish two cases $a_1, a_2\in[0, 1)$ and $a_1>1$ and $0\leq a_2 < 1$ to prove globally asymptotic stability.