The seven-minute instalment - titled 'Many Happy Returns' - serves as a prequel to the upcoming series, which will hit screens on New Year's Day.
Sherlock: 15 best moments from Benedict Cumberbatch's BBC Holmes
Sherlock's new villain will give you chills, says writer Steven Moffat
The episode's synopsis reveals: "Sherlock Holmes has been gone for two years. But someone isn't quite convinced that he's dead…"
Written by Mark Gatiss and and Steven Moffat, it stars Benedict Cumberbatch (Sherlock Holmes), Martin Freeman (John Watson), Rupert Graves (DI Lestrade) and Jonathan Aris (Anderson).
'Many Happy Returns' will also be screened via the BBC Red Button from Christmas Day.
Gallery - Sherlock series 3 in pictures:'The Empty Hearse', which will air on BBC One on Wednesday, January 1, 2014 at 9pm.
The episode will premiere on BBC America on Sunday, January 19.
Watch Sherlock's stars talk series three below: