The space of invariant affine connections on every 3-Sasakian homogeneous manifold of dimension at least 7 is described. In particular, the subspaces of invariant affine metric connections, and the subclass with skew-torsion, are also determined. To this aim, an explicit construction of all 3-Sasakian homogeneous manifolds is exhibited. It is shown that the 3-Sasakian homogeneous manifolds which admit nontrivial Einstein with skew-torsion invariant affine connections are those of dimension 7, that is, S 7 , RP 7 and the Aloff-Wallach space W 7 1,1 . On S 7 and RP 7 , the set of such connections is bijective to two copies of the conformal linear transformation group of the Euclidean space, while it is strictly bigger on W 7 1,1 . The set of invariant connections with skew-torsion whose Ricci tensor satisfies that its eigenspaces are the canonical vertical and horizontal distributions, is fully described on 3-Sasakian homogeneous manifolds. An affine connection satisfying these conditions is distinguished, by parallelizing all the Reeb vector fields associated with the 3-Sasakian structure, which is also Einstein with skew-torsion on the 7-dimensional examples. The invariant metric affine connections on 3-Sasakian homogeneous manifolds with parallel skew-torsion have been found. Finally, some results have been adapted to the non-homogeneous setting.Keywords: 3-Sasakian homogeneous manifolds and invariant affine connections and Riemann-Cartan manifolds and Einstein with skew-torsion connections and Ricci tensor and parallel skew-torsion and compact simple Lie algebra.