For three-dimensional competitive Lotka-Volterra systems, Zeeman [M.L. Zeeman, Hopf bifurcations in competitive three-dimensional Lotka-Volterra systems, Dyn. Stab. Syst. 8 (1993) 189-217] identified 33 stable nullcline equivalence classes. Among these, only classes 26-31 may have limit cycles. Hofbauer and So [J. Hofbauer, J.W.-H. So, Multiple limit cycles for three dimensional Lotka-Volterra equations, Appl. Math. Lett. 7 (1994) 65-70] conjectured that the number of limit cycles is at most two for these systems. In this paper, we construct three limit cycles for class 29 without a heteroclinic polycycle in Zeeman's classification. (C) 2005 Elsevier Ltd. All rights reserved.