Arising from the extreme/saddle point in electronic bands, Van Hove singularity (VHS) manifests divergent density of states (DOS) and induces various new states of matter such as unconventional superconductivity. VHS is believed to exist in one and two dimensions, but rarely found in three dimension (3D). Here, we report the discovery of 3D VHS in a topological magnet EuCd2As2 by magneto-infrared spectroscopy. External magnetic fields effectively control the exchange interaction in EuCd2As2, and shift 3D Weyl bands continuously, leading to the modification of Fermi velocity and energy dispersion. Above the critical field, the 3D VHS forms and is evidenced by the abrupt emergence of inter-band transitions, which can be quantitatively described by the minimal model of Weyl semimetals. Three additional optical transitions are further predicted theoretically and verified in magneto-near-infrared spectra. Our results pave the way to exploring VHS in 3D systems and uncovering the coordination between electronic correlation and the topological phase.