We propose a novel design to enhance third harmonic generation (THG) using individual Au nanorods (NRs) coated with gain materials. The present design avoids the use of conventional gap systems, where complicated semiconductor techniques must be used in order to realize the corresponding high-resolution planar structures. As such, this design can contribute to a significant THG enhancement from nanoparticles; this THG is especially favorable for many applications (e.g., photovoltaic devices, bioimaging, and therapy). We perform numerical simulations using a finite-difference time domain (FDTD) in order to identify the origin of the enhanced nonlinear response based on the present system. In addition, we present an effective method to characterize the third harmonics by using Fourier analysis separating them from the excited light. The results show that the THG enhancement of the gain-assisted Au NR with a critical gain coefficient is one to two orders of magnitude greater than the highest values reported for gap THG systems.