A three-stage compression air pump includes a pump head and a pumping device. The pumping device includes first and second cylinders and a plunger. The first cylinder is connected with the pump head and coupled to a first piston moving in the second cylinder. The second cylinder includes a first end cap and a second end cap respectively coupled to the two ends thereof. The first cylinder is inserted through the first end cap. The second end cap defines an orifice allowing outside air to flow into the second cylinder and includes a one-way valve preventing the air in the second cylinder from flowing outside the three-stage compression pump. The plunger is inserted in and movably coupled to the first cylinder and coupled to a second piston moving in the first cylinder and connected with the second end cap. The plunger is inserted through the first piston.