This paper describes the unsteady convective flow of a supercritical fluid in the Rayleigh-Bénard configuration. Two-dimensional earlier studies reported fast temperature equilibrium due to the piston effect and the development of a convective instability when the local Rayleigh number exceeds a critical value. In the present work, a high order 3D finite volume method has been developed and optimized, and to our knowledge, we show for the first time a three-dimensional convective instability in a supercritical fluid. Inspecting the time-evolution of temperature field patterns, we exhibit corner effects and a three-dimensional behavior of the flow.