In this paper, we propose and analyse a novel third-order low-regularity trigonometric integrator for the semilinear Klein-Gordon equation with non-smooth solution in the $d$-dimensional space, where $d=1,2,3$. The integrator is constructed based on the full use of Duhamel's formula and the employment of a twisted function tailored for trigonometric integrals. Robust error analysis is conducted, demonstrating that the proposed scheme achieves third-order accuracy in the energy space under a weak regularity requirement in $H^{1+\max(\mu,1)}(\mathbb{T}^d)\times H^{\max(\mu,1)}(\mathbb{T}^d)$ with $\mu> \frac{d}{2}$. A numerical experiment shows that the proposed third-order low-regularity integrator is much more accurate than some well-known exponential integrators of order three for approximating the Klein-Gordon equation with non-smooth solutions.
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