In an email to Edge, vice president of Epic Games, Mark Rein, stated the news.
The email said: "Microsoft [the game's publisher] confirmed to me this afternoon that Gears of War 2 sell-through surpassed three million units as of last week."
It has taken Gears of War 2 four weeks to reach the landmark, which is six weeks faster than the original Gears of War hit.
Previously, the Xbox 360 exclusive surpassed the two million sales barrier and will now have its sights set on shifting more units in total than that achieved by its predecessor.
The first Gears of War has sold around five million units to date.
Gears of War 2 begins six months after the detonation of the Lightmass Bomb at the end of the original title, with lead character Marcus Fenix again present in the war against the Locusts.