"The Third and Final Continent" is primarily about the immigration experiences of one individual, a Bengali man who moves from India to England and then to the United States. In between, he returns to India and gets married. Most of the story is set just outside Boston, Massachusetts, during a few weeks when the man rents a room in a private home before Mala, his wife, joins him.

Author Jhumpa Lahiri employs an unnamed first-person narrator to convey the innermost thoughts of this main character. These include his anxieties about beginning married life with a woman whom he barely knows. Not revealing his name and having him directly relate his experiences and attitudes about them help the reader identify with this individual. In contrast, because Mala’s actions and thoughts are filtered through his perspective, the reader learns far less about her.

Overall, the story presents the narrator’s US immigration experience as positive. Another technique that Lahiri employs is setting the story in the past. The narrator is reflecting on his and Mala’s initial experiences some 30 years before. The fact that they stayed married, raised a family, and decided to remain in the States rather than return to India are all indications that immigration was largely positive for them.

The author also focuses on the importance of specific interpersonal relationships in helping this immigrant develop that positive attitude. Through his interactions with his elderly landlady, Mrs. Croft, Lahiri conveys the kindness of one individual American and the strong impression it created on the narrator.