Strong third-order harmonic (TH) emission is observed with a conversion efficiency higher than 10(-3) from a plasma channel formed by self-guided femtosecond laser pulses propagating in air. The main characteristics of TH emission in various conditions and the phase-matching condition between the fundamental and the TH wave are investigated. An optimized condition is found, under which the TH conversion efficiency is maximized. Our experimental results show that radiation of the emission in ultraviolet wavelength range makes a major attribution to TH emission, whereas the effects of self-phase modulation are not important when intense laser pulses interact with gaseous media.