We demonstrate third-harmonic generation (THG) in an elliptical-core ZrF4-BaF2-LaF3-AlF3-NaF (ZBLAN) fluoride fiber, for the first time to our best knowledge. Linearly polarized THG around 523 nm is obtained when pumped by a pulse laser at 1560 nm. The extinction ratios of average power and peak power are ~6.7 and ~6.8 dB, respectively, in a 10 m long fiber. The extinction ratios are improved to ~11.1 and ~12.6 dB, respectively, when the fiber length is cut to 35 cm. Tunable THG from 605 to 740 nm is observed when pumped by an optical parametric oscillator with the pump wavelength changed from 1800 to 2200 nm.