We compute the NNLO QCD corrections to three-photon production at the LHC. This is the first NNLO QCD calculation for a $2\to 3$ process. Our calculation is exact, except for the scale-independent part of the two-loop finite remainder which is included in the leading color approximation. We estimate the size of the missing two-loop corrections and find them to be phenomenologically negligible. We compare our predictions with available 8 TeV measurement from the ATLAS collaboration. We find that the inclusion of the NNLO corrections eliminates the existing significant discrepancy with respect to NLO QCD predictions, paving the way for precision phenomenology in this process.