In this article, a new continuous numerical method was developed for the numerical integration of general third-order initial value problems (IVPs) of ordinary differential equations (ODEs). The method was derived by adopting interpolation and collocation approach using a combination of power series and exponential functions as the basis function for the approximate solution to the ODEs. The approximate solution was interpolated at both nodal and off-nodal points while the differential systems from the approximate solution was collocated at all nodal points to obtain the set of methods with given step-numbers. This derived approach ensured that the hybrid points are obtained at the y-values of the methods. This class of hybrid linear multi-step method satisfied the conditions for usability and accuracy of any given method. These conditions were confirmed by testing the consistency, stability and convergence of the developed method. The method was applied to solve directly linear and non-linear third order ODEs without reduction to system of first-order ordinary differential equations. Results from the computation compared favorably with some existing numerical methods in literature with comparable properties to confirm the superiority of the newly developed method.