Third harmonic generation (THG) is a nonlinear optical process attractive in high-resolution interfacial studies, sub-wavelength light manipulation, and bio-molecular detection due to its capability of converting low-energy quanta into a quantum of a higher energy. One of the limitations in utilizing THG is its low power conversion efficiency; thus, various THG enhancement methods have been researched by involving plasmonic coupling effects or utilizing electric band gap resonances at quantum dots or two-dimensional materials. Meanwhile, lanthanide ion-doped up-conversion nanoparticles (UCNPs) can be excited by a multi-photon process similar to THG, but its interaction or resonance with THG has not been studied to date. In this Communication, we demonstrate the first coherent amplification of third-order harmonic femtosecond pulses at multi-layered UCNP thin-film with an amplification factor of 7.8. This amplification is made by the resonance interaction of incident femtosecond laser field, generated third-order harmonics, and the electric band gaps of UCNPs. The power contribution of the third-order harmonic and the up-conversion luminescence (UCL) is strongly dependent on the sample geometry due to the reabsorption effect. For in-depth understanding of the emission characteristics, spectral-domain, time-domain, radio-frequency (RF) domain, and polarization-dependence analysis were addressed. This coherent amplification of third harmonic (TH) at UCNP thin-films enables us to attain higher power, shorter wavelength, and ultra-short femtosecond pulses generated from a simple thin-film structure near to the target samples, which will pave a way to an ultrafast short-wavelength laser platform for material characterization, sub-wavelength photonics, and biomolecular detection.