We experimentally study the effect of the air gap on conversion efficiency and the spectrum of generated third-harmonic pulses in the dual-tripler broadband third-harmonic generation scheme. The experimental results are in good agreement with predictions that the 4-cm air gap is equivalent to a full cycle of phase mismatch among the three interacting pulses (i.e. the fundamental, second-harmonic and third-harmonic pulse). The experimental results also show that the spectrum of the third-harmonic pulse is sensitive to the air gap. We also point out that the air gap effect can be ignored when the dual-tripler system is located in 1000 Pa atmosphere. These results will guide the design of the broadband third-harmonic generation system in high power lasers.