Generation of the third harmonic from the interaction between femtosecond intense laser pulses and atmosphere air is studied. The UV third harmonic with power as high as 0.17 GW and 10HZ repetition is obtained successfully. An efficiency of third-harmonic generation is up to 0.04%. The conversion efficiency and mode structure of the harmonics generated in free air and microcapillary are compared. The experimental results show that the conversion efficiency of THG is a little lower in capillary, but its radial profile is improved effectively which will benefit to practical application.