In this paper, we reported a multi-wavelength third-harmonic generation (THG) induced by supercontinuum (SC) in an in-house fabricated suspended-core microstructured optical fiber (MOF). The adjustment of pump wavelength and pump power exerted an influence on SC which simultaneously emitted third harmonic (TH) waves in the visible light range. At the pump wavelength of 1220 nm and the average pump power of 450 mW, a multi-wavelength TH spectrum (373∼589 nm) with over twenty distinct peaks was observed under the phase matching (PM) condition between the fundamental mode and the higher-order modes. To the best of our knowledge, this is the first report on THG in optical fibers with so great a number of wavelengths. The maximal THG conversion efficiency ∼6.791 × 10-4 was obtained at 1480 nm, 350 mW, which is highly competitive compared with the values reported previously. Furthermore, theoretical simulation has been carried out, which corresponded well with the experimental observation. This multi-wavelength THG in the suspended-core MOF may provide a unique pathway towards tailored multi-wavelength ultrafast light sources for applications in sensing and imaging technologies.