In general, giant magnetoresistance (GMR) sensors are only sensitive to the magnetic field in the plane of the substrate due to fabrication restraints. Then, a three-axis magnetic sensor based on GMR sensors has to be assembled to obtain three magnetic field components. Novel magnetic flux guides for three-axis magnetic sensor are described in this paper. These novel flux guides are designed with flux conversion structure and are able to bring magnetic flux out-of-plane to in-plane. With these flux guides, the magnetic field perpendicular to the chip surface can be detected with the GMR sensors in-plane. Then, numerical simulations are performed to validate the designs, and optimizations are made to improve the flux guides' performance. Based on these works, a three-axis magnetic sensor based on the in-plane GMR sensors is proposed. Without assembling the z-axis sensor, the integrated three-axis magnetic sensor is expected to have better angular position. According to the designs, the flux guides can be deposited with good symmetry. Therefore, Wheatstone bridges are configured to deduce a differential voltage, only relative to a certain component of the magnetic field. In addition, the magnetic field at the active region of the GMR sensor would be intensified. In addition, the sensitivity of the sensor can be improved due to the amplification ability of the flux guides.