Experimental and theoretical three-dimensional momentum densities of magnetic electrons in ferromagnetic iron are reported for the first time and are found to be in good qualitative agreement. The experimental momentum density is reconstructed from fourteen one-dimensional magnetic Compton profiles, and the theoretical one is calculated by the full-potential linearized augmented-plane-wave method. The experiment indicates that the theory slightly underestimates the negative spin polarization of the s,p-like electrons in the first Brillouin zone and slightly overestimates umklapp processes.