Turbulence is typically not in equilibrium, i.e. mean quantities such as the mean energy and helicity are typically time-dependent. The effect of non-stationarity on the turbulent hydromagnetic dynamo process is studied here with the use of the two-scale direct-interaction approximation, which allows one to explicitly relate the mean turbulent Reynolds and Maxwell stresses and the mean electromotive force to the spectral characteristics of turbulence, such as the mean energy, as well as kinetic and cross-helicity. It is demonstrated that the non-equilibrium effects can enhance the dynamo process when the magnetohydrodynamic turbulence is both helical and cross-helical. This effect is based on the turbulent infinitesimal-impulse cross-response functions, which do not affect turbulent flows in equilibrium. The evolution and sources of the cross-helicity in magnetohydrodynamic turbulence are also discussed.