Optical transmission based on dense wavelength-division multiplexing (DWDM) is widely considered a key solution for increasing optical-link capacity. However, the complexity and stringent requirements for optical devices in such systems challenge full integration on a chip. Here, we demonstrate the first monolithic DWDM transmitter chip, built on a thin-film lithium niobate. The chip consists of an easy-to-drive and high-efficiency electro-optical (EO) frequency comb generator for a flat-top multi-wavelength source, a single arrayed waveguide grating for both multiplexing and demultiplexing to ensure no wavelength misalignment, and an EO Mach-Zehnder modulator array. Using a single-wavelength laser as input, the proposed transmitter can deliver a total modulated signal of 1.6 Tbps in eight 100-GHz spacing channels using an intensity-modulation direct-detection scheme. A record high spectral efficiency of 2 bps/Hz was achieved for an integrated DWDM transmission system using optical frequency combs. The energy consumption of the entire system was measured to be 2.76 pJ/bit. This work establishes a scalable route towards a versatile and integrated multi-wavelength data processor for DWDM data transmissions, optical computing, and microwave-photonics.