A general framework for the development of high-order compact schemes has been proposed recently. The core steps of the schemes are composed of the following. 1). Based on a kinetic model equation, from a generalized initial distribution of flow variables construct a time-accurate evolution solution of gas distribution function at a cell interface and obtain the corresponding flux function; 2). Introduce the WENO-type weighting functions into the high-order time-derivative of the cell interface flux function in the multistage multi-derivative (MSMD) time stepping scheme to cope with the possible impingement of a shock wave on a cell interface within a time step, and update the cell-averaged conservative flow variables inside each control volume; 3). Model the time evolution of the gas distribution function on both sides of a cell interface separately, take moments of the inner cell interface gas distribution function to get flow variables, and update the cell-averaged gradients of flow variables inside each control volume; 4). Based on the cell-averaged flow variables and their gradients, develop compact initial data reconstruction to get initial condition of flow distributions at the beginning of next time step. A compact gas-kinetic scheme (GKS) up to sixth-order accuracy in space and fourth-order in time has been constructed on 2D unstructured mesh. In this paper, the compact GKS up to fourth-order accuracy on three-dimensional tetrahedral mesh will be further constructed with the focus on the WENO-type initial compact data reconstruction. Nonlinear weights are designed to achieve high-order accuracy for the smooth Navier-Stokes solution and keep super robustness in 3D computation with strong shock interactions. The fourth-order compact GKS uses a large time step with a CFL number 0.6 in the simulations from subsonic to hypersonic flow. A series of test cases are used to validate the scheme. The high-order compact GKS can be used in 3D applications with complex geometry.