This article presents an immersed finite element (IFE) method for solving the typical three-dimensional second order elliptic interface problem with an interface-independent Cartesian mesh. The local IFE space on each interface element consists of piecewise trilinear polynomials constructed by extending polynomials from one subelement to the whole element according to the jump conditions of the interface problem. In this space, the IFE shape functions with the Lagrange degrees of freedom can always be constructed regardless of interface location and discontinuous coefficients. The proposed IFE space is proven to have the optimal approximation capabilities to the functions satisfying the jump conditions. A group of numerical examples with representative interface geometries are presented to demonstrate features of the proposed IFE method.