Under three-dimensional (3D) soft confinement, block copolymers can self-assemble into unique nanostructures that cannot be fabricated in an un-confined space. Linear ABC triblock copolymers containing three chemically distinct polymer blocks possess relatively complex chain architecture, which can be a promising candidate for the 3D confined self-assembly. In the current study, the Monte Carlo technique was applied in a lattice model to study the self-assembly of ABC triblock copolymers under 3D soft confinement, which corresponds to the self-assembly of block copolymers confined in emulsion droplets. We demonstrated how to create various nanostructures by tuning the symmetry of ABC triblock copolymers, the incompatibilities between different block types, and solvent properties. Besides common pupa-like and bud-like nanostructures, our simulations predicted various unique self-assembled nanostructures, including a striped-pattern nanoparticle with intertwined A-cages and C-cages, a pyramid-like nanoparticle with four Janus B–C lamellae adhered onto its four surfaces, an ellipsoidal nanoparticle with a dumbbell-like A-core and two Janus B–C lamellae and a Janus B–C ring surrounding the A-core, a spherical nanoparticle with a A-core and a helical Janus B–C stripe around the A-core, a cubic nanoparticle with a cube-shape A-core and six Janus B–C lamellae adhered onto the surfaces of the A-cube, and a spherical nanoparticle with helical A, B and C structures, from the 3D confined self-assembly of ABC triblock copolymers. Moreover, the formation mechanisms of some typical nanostructures were also examined by the variations of the contact numbers with time and a series of snapshots at different Monte Carlo times. It is found that ABC triblock copolymers usually aggregate into a loose aggregate at first, and then the microphase separation between A, B and C blocks occurs, resulting in the formation of various nanostructures.