Saturated packing is a random packing state of particles widely applied in investigating the physicochemical properties of granular materials. Optimizing particle shape to maximize packing density is a crucial challenge in saturated packing research. The known optimal three-dimensional shape is an ellipsoid with a saturated packing density of 0.437 72(51). In this work, we generate saturated packings of three-dimensional asymmetric shapes, including spherocylinders, cones, and tetrahedra, via the random sequential adsorption algorithm and investigate their packing properties. Results show that the optimal shape of asymmetric spherocylinders gives the maximum density of 0.4338(9), while cones achieve a higher value of 0.4398(10). Interestingly, tetrahedra exhibit two distinct optimal shapes with significantly high densities of 0.4789(19) and 0.4769(18), which surpass all previous results in saturated packing. The study of adsorption kinetics reveals that the two optimal shapes of tetrahedra demonstrate notably higher degrees of freedom and faster growth rates of the particle number. The analysis of packing structures via the density pair-correlation function shows that the two optimal shapes of tetrahedra possess faster transitions from local to global packing densities.