Heisenberg's measurement uncertainty relations (MUR) of two quantum observables are essential for contemporary researches in quantum foundations and quantum information science. Going beyond, here we report the first experimental test of MURs for three quantum observables. Following the proposal of Bush, Lahti, and Werner [Phys. Rev. A 89, 012129 (2014)], we first establish rigorously MURs for triplets of unbiased qubit observables as combined approximation errors lower-bounded by an incompatibility measure. We then develop a convex programming protocol to numerically find the exact value of the incompatibility measure and the corresponding optimal measurements. Furthermore, we propose a novel implementation of optimal joint measurements and experimentally test our MURs using a single-photon qubit. Lastly, we discuss to analytically calculate the exact value of incompatibility measure for some symmetric triplets. We anticipate that this work may stimulate broad interests associated with the Heisenberg's uncertainty relation of multiple observables, enriching our understanding of quantum mechanics and inspiring innovative applications in quantum information science.