By using the infrared picosecond pulse train of mode-locked laser, we observed the generation of third harmonic picosecond pulse at wavelength 3518 A in phase-matched gas-mixture of Na and Xe in a heat-pipe oven. The third harmonic light has been achieved to a power of 2.5 megawatt. Conversion efficiency from the fundamental to the third harmonic is 5 × 10-4.