We prove that a holomorphic projective connection on a complex projective threefold is either flat, or it is a translation invariant holomorphic projective connection on an abelian threefold. In the second case, a generic translation invariant holomorphic affine connection on the abelian variety is not projectively flat. We also prove that a simply connected compact complex threefold with trivial canonical line bundle does not admit any holomorphic projective connection.