The emergence of fractal features in the microscopic structure of space-time is a common theme in many approaches to quantum gravity. In this work we carry out a detailed renormalization group study of the spectral dimension d s and walk dimension d w associated with the effective space-times of asymptotically safe Quantum Einstein Gravity (QEG). We discover three scaling regimes where these generalized dimensions are approximately constant for an extended range of length scales: a classical regime where d s = d, d w = 2, a semi-classical regime where d s = 2d/(2 + d), d w = 2 + d, and the UV-fixed point regime where d s = d/2, d w = 4. On the length scales covered by three-dimensional Monte Carlo simulations, the resulting spectral dimension is shown to be in very good agreement with the data. This comparison also provides a natural explanation for the apparent puzzle between the short distance behavior of the spectral dimension reported from Causal Dynamical Triangulations (CDT), Euclidean Dynamical Triangulations (EDT), and Asymptotic Safety.