We present the design of a multiband left-handed three-dimensional (3D) metamaterial based on improved fishnet structure at terahertz frequencies. The design realizes a three-dimensional material by mechanical stacking of multiple layers. The electromagnetic properties of the metamaterial have been investigated by numerical simulation. The results show that simultaneously negative values of permittivity, permeability and refractive index are found around the frequencies of 0.73, 0.85 and 1.12 THz for the electromagnetic wave normal incidence. The proposed metamaterial with independent polarization and compact effect offers a way to develop THz 3D materials and devices suitable for multifrequencies.