Recently, Linear Complementary Dual (LCD) codes have garnered substantial interest within coding theory research due to their diverse applications and favorable attributes. This paper directs its attention to the construction of binary and ternary LCD codes leveraging curiosity-driven reinforcement learning (RL). By establishing reward and devising well-reasoned mappings from actions to states, it aims to facilitate the successful synthesis of binary or ternary LCD codes. Experimental results indicate that LCD codes constructed using RL exhibit slightly superior error-correction performance compared to those conventionally constructed LCD codes and those developed via standard RL methodologies. The paper introduces novel binary and ternary LCD codes with enhanced minimum distance bounds. Finally, it showcases how Random Network Distillation aids agents in exploring beyond local optima, enhancing the overall performance of the models without compromising convergence.