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Nonlinear photonic crystals with 3D orthorhombic lattice structures were fabricated using the femtosecond laser-poling technique in ferroelectric Sr_0.28Ba_0.72Nb₂O₆ (SBN) crystals. The crystals were used to demonstrate the possibility of generating cascaded third-harmonic waves in optically poled ferroelectric structures. The spectral response and conversion efficiency of the third-harmonic process were experimentally investigated. While the nonlinear cascading processes can be commonly realized in electric-field-poled ferroelectric crystals, their generation in optically poled ferroelectric domain structures have not been reported elsewhere. In addition to the fully phase-matched nonlinear interaction, Cherenkov-type third-harmonic generation that fulfills the longitudinal phase-matching condition was also experimentally studied. Our study contributes to exploring the full potential of optically induced nonlinear photonic crystals and provides a new choice of materials for third-harmonic generation.