We report a modulation of third-harmonic generation (THG) owing to a rotational coherence in CO(2). The variation in conversion efficiency is mostly attributed to the dependence of chi(3)(tau) on the molecular alignment. THG via type I processes mainly depends on chi(3)(tau), while type II processes are influenced by the wave packet owing to both chi(3)(tau) and Delta k(tau). Observation of the generated third harmonic also shows significant changes of the polarization state owing to the birefringence induced by the rotational wave packet. Numerical modeling shows good qualitative agreement with the experimental data.