The 3rd volume was thought to be at the time it was published, 1892, to be the last volume in the set. It draws heavily on the tales by the Brothers Grimm but does include one from China and many more from European countries such as Italy.

It is somehow fitting that for the third volume there should be such stories as "The Three Little Pigs" (thus showing that housing problems are nothing new), "The Three Bears", and "The Three Dogs." There are more with a three theme.

Included in this volume are the following stories:

The Blue Bird
The Half-Chick
The Story of Caliph Stork
The Enchanted Watch
Rosanella
Sylvain and Jocosa
Fairy Gifts
Prince Narcissus and the Princess Potentilla
Prince Featherhead and the Princess Celandine
The Three Little Pigs
Heart of Ice
The Enchanted Ring
The Snuff-box
The Golden Blackbird
The Little Soldier
The Magic Swan
The Dirty Shepherdess
The Enchanted Snake
The Biter Bit
King Kojata
Prince Fickle and Fair Helena
Puddocky
The Story of Hok Lee and the Dwarfs
The Story of the Three Bears
Prince Vivien and the Princess Placida
Little One-eye, Little Two-eyes, and Little Three-eyes
Jorinde and Joringel
Allerleirauh; or, the Many-furred Creature
The Twelve Huntsmen
Spindle, Shuttle, and Needle
The Crystal Coffin
The Three Snake-leaves
The Riddle
Jack my Hedgehog
The Golden Lads
The White Snake
The Story of a Clever Tailor
The Golden Mermaid
The War of the Wolf and the Fox
The Story of the Fisherman and his Wife
The Three Musicians
The Three Dogs