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The least famous part of Don Quixote, seldom published together with the two preceding parts, or indeed at all; various doubts have been raised about its authorship through the years, despite it being in fact airtight, and the real reason for both this and the lack of publication is most likely that many critics and scholars regard it as an inferior or divergent addition to the novel, despite its authenticity.

This is perhaps natural enough, given that Don Quixote dies at the end of part 2; under such circumstances one might wonder how a sequel could exist. Cervantes manages this difficulty deftly, however, as follows: Alonso Quijano dies, having regained his sanity. Because he was a good man while sane, and a saint when mad, he is permitted Heaven; the tale is that of his travels through Paradise and conversations with the Elect, who tell him their stories, much as in the previous parts. However, since he has become sane, Quijano does not believe any of what he is witnessing, and assumes that all of these things are further hallucinations of the madness which he knows he has so long labored under; he believes that he has simply gotten out of his sickbed, wandered astray in the countryside, and is still seeing things; with a perverse rationality (beyond the reach of a real madman, of course) he doubts everything, and so he ends up being a madman once again, but in reverse. Thus his long journey continues only barely interrupted by the accident of his death.

This third part is substantially a satire on Dante's Paradiso; Quijano meets many of the same figures as Dante but probes them sarcastically, hoping to find some gap in their stories and their accounts of themselves which show them to be in reality a fisherman, a charwoman, or a muleteer. Naturally, this is the source of a great deal of coarse humor; but Cervantes elevates it to another level when, for example, Quijano accuses Mary Magdalene of being a prostitute, or when he meets St. Peter, who readily admits to being a mere fisherman... One would think perhaps that it is not easy to get into comical scrapes in Paradise, but Quijano succeeds to admiration, aided by the fact that Cervantes' is a far more concrete and bucolic Heaven than Dante's; at one point he accidentally buries himself in grapes, at another, he gets stuck by the buttocks in the window of the house of some holy virgins for an entire decade.

The ending is highly cryptic, and perhaps this is one of the things later generations of readers have found offputting: Quijano finally tells St. Michael the Archangel (whom he is firmly convinced is a tavern-keeper in the town of Manzanares) that, if this is Heaven, that must mean that God is in charge, and has been controlling his travels this whole time; has caused the madness; has permitted it to exist, even created it deliberately for some purpose (since nothing occurs but is to the purpose of God); he demands to see the Lord, to speak to him, to demand an explanation of the Most High. He says all this in a spirit of skeptical challenge, to show the absurdity of St. Michael's claims, but the archangel agrees to the justice of what he has said, and replies that he will be allowed to do so immediately. Unexpectedly, Dulcinea arrives, taking the place of Beatrice; he sees that she is indeed the fairest of all women, and she leads him to a large building with a grand doorway. Entering, Quijano is enveloped in a blinding light; when it subsides and he can see again, he is amazed to find himself in his own little library; a figure is examining the shelves. Stupefied out of his skepticism for a moment, Quijano blurts out that he thought the library had been burnt; the other turns to him and says »I'm afraid there must be some mistake; books don't burn«. Quijano recognizes the face of this other: he is Don Quixote. A sudden flash of insight illuminates Quijano's mind; he cries »I understand!« These words are the last in the book.