We study the monodromy of the following third order linear differential equationwhere B ∈ C is a parameter, ℘(z; τ) is the Weierstrass ℘-function with periods 1 and τ, and α, β are constants such that the local exponents at the singularity 0 are three distinct integers, denoted by −n − l, 1 − l, n + 2l + 2, where n, l ∈ N. This ODE can be seen as the third order version of the well-known Lamé equation y ′′ (z) − (m(m + 1)℘(z; τ) + B)y(z) = 0. We say that the monodromy is unitary if the monodromy group is conjugate to a subgroup of the unitary group. We show that (i) if n, l are both odd, then the monodromy can not be unitary; (ii) if n is odd and l is even, then there exist finite values of B such that the monodromy is the Klein four-group and hence unitary; (iii) if n is even, then whether there exists B such that the monodromy is unitary depends on the choice of the period τ. We develop different approaches to treat these different cases separately.