Thermal convective accelerometers are based on heat transfer in a fluid-filled cavity. Working principle of these sensors is well known and first MEMS implementations were reported in the late 90’s. Since that time, many single-axis or dual-axis sensors were reported. Therefore, complex assembly operations were needed to implement 3-axis acceleration measurement using two dies or more. The goal of this paper is then to demonstrate out-of-plane sensitivity of a 2-axis thermal convective accelerometer and to present extensively the first monolithic MEMS device allowing acceleration measurements in three orthogonal directions. First, finite element modeling is used to study the impact of geometrical parameters and heating power on sensor performances. Second, a prototype has been designed to prove feasibility of a fully integrated 3-axis sensor obtained by a self-aligned post-CMOS etching of a silicon die. To our knowledge, the presented device is the first 3-axis MEMS sensor manufactured in a standard CMOS technology ever reported in the literature.