Various families of octonion number sequences (such as Fibonacci octonion, Pell octonion and Jacobsthal octonion) have been established by a number of authors in many different ways. In addition, formulas and identities involving these number sequences have been presented. In this paper, we aim at establishing new classes of octonion numbers associated with the third order Jacobsthal and third order Jacobsthal-Lucas numbers. We introduce the third order Jacobsthal octonions and the third order Jacobsthal-Lucas octonions and give some of their properties. We derive the relations between third order Jacobsthal octonions and third order Jacobsthal-Lucas octonions.