We present the first clustering results of X-ray selected AGN at z~3. Using Chandra X-ray imaging and UVR optical colors from MUSYC photometry in the ECDF-S field, we selected a sample of 58 z~3 AGN candidates. From the optical data we also selected 1385 LBG at 2.8<z< 3.8 with R<25.5. We performed auto-correlation and cross-correlation analyses, and here we present results for the clustering amplitudes and dark matter halo masses of each sample. For the LBG we find a correlation length of r_0,LBG = 6.7 +/- 0.5 Mpc, implying a bias value of 3.5 +/- 0.3 and dark matter (DM) halo masses of log(Mmin/Msun) = 11.8 +/- 0.1. The AGN-LBG cross-correlation yields r_0,AGN-LBG = 8.7 +/- 1.9 Mpc, implying for AGN at 2.8<z<3.8 a bias value of 5.5 +/- 2.0 and DM halo masses of log(Mmin/Msun) = 12.6 +0.5/-0.8. Evolution of dark matter halos in the Lambda CDM cosmology implies that today these z~3 AGN are found in high mass galaxies with a typical luminosity of 7+4/-2 L*.