We use weak lensing data from the Hubble Space Telescope COSMOS survey to measure the second- and third-moments of the cosmic shear field, estimated from about 450,000 galaxies with average redshift <z> ~ 1.3. We measure two- and three-point shear statistics using a tree-code, dividing the signal in E, B and mixed components. We present a detection of the third-order moment of the aperture mass statistic and verify that the measurement is robust against systematic errors caused by point spread function (PSF) residuals and by the intrinsic alignments between galaxies. The amplitude of the measured three-point cosmic shear signal is in very good agreement with the predictions for a WMAP7 best-fit model, whereas the amplitudes of potential systematics are consistent with zero. We make use of three sets of large Lambda CDM simulations to test the accuracy of the cosmological predictions and to estimate the influence of the cosmology-dependent covariance. We perform a likelihood analysis using the measurement and find that the Omega_m-sigma_8 degeneracy direction is well fitted by the relation: sigma_8 (Omega_m/0.30)^(0.49)=0.78+0.11/-0.26. We present the first measurement of a more generalised three-point shear statistic and find a very good agreement with the WMAP7 best-fit cosmology. The cosmological interpretation of this measurement gives sigma_8 (Omega_m/0.30)^(0.46)=0.69 +0.08/-0.14. Furthermore, the combined likelihood analysis of this measurement with the measurement of the second order moment of the aperture mass improves the accuracy of the cosmological constraints, showing the high potential of this combination of measurements to infer cosmological constraints.