We investigate the route to exploding dissipative solitons in the complex cubic-quintic Ginzburg-Landau equation, as the bifurcation parameter, the distance from linear onset, is increased. We find for a large class of initial conditions the sequence: stationary localized solutions, oscillatory localized solutions with one frequency, oscillatory localized solutions with two frequencies, and exploding localized solutions. The transition between localized solutions with one and with two frequencies, respectively, is analyzed in detail. It is found to correspond to a forward Hopf bifurcation for these localized solutions as the bifurcation parameter is increased. In addition, we make use of power spectra to characterize all time-dependent states. On the basis of all information available, we conclude that the sequence oscillatory localized solutions with one frequency, oscillatory localized solutions with two frequencies, and exploding dissipative solitons can be interpreted as the analog of the Ruelle-Takens-Newhouse route to chaos for spatially localized solutions.