We extend the non-Markovian quantum state diffusion (QSD) equation to open quantum systems which exhibit multi-channel coupling to a harmonic oscillator reservoir. Open quantum systems which have multi-channel reservoir coupling are those in which canonical transformation of reservoir modes cannot reduce the number of reservoir operators appearing in the interaction Hamiltonian to one. We show that the non-Markovian QSD equation for multi-channel reservoir coupling can, in some cases, lead to an exact master equation which we derive. We then derive the exact master equation for the three-level system in a vee-type configuration which has multi-channel reservoir coupling and give the analytical solution. Finally, we examine the evolution of the three-level vee-type system with generalized Ornstein-Uhlenbeck reservoir correlations numerically.