The high-sensitivity three-axis detection of magnetic fields is widely used in various applications. Our study demonstrates an atomic magnetometer detecting vector magnetic field, of which the core components are one glass cell and two elliptically polarized laser beams. The light-intensity noise is suppressed by differential detection technology, so a higher sensitivity is obtained compared with our previous work. The three-axis average sensitivities of the atomic magnetometer simultaneously reached 14 fT/Hz^1/2 along the x axis, 11 fT/Hz^1/2 along the y axis, and 25 fT/Hz^1/2 along the z axis. Furthermore, the atomic magnetometer’s dynamic range was further improved to 150 nT, and its bandwidth was increased to over 200 Hz using a closed-loop control system. The proposed three-axis atomic magnetometer with a large dynamic range and a wide bandwidth holds great promise for biomagnetic measurement in a more challenging environment.