We show that it is possible to generate magnon-atom-optical photon tripartite entanglement via the microwave photon-mediated Raman interaction. Magnons in a macroscopic ferromagnet and optical photons in a cavity are induced into a Raman interaction with an atomic spin ensemble when a microwave field couples the magnons to one Raman wing. The controllable magnon-atom entanglement, magnon-optical photon entanglement, and even genuine magnon-atom-optical photon tripartite entanglement can be generated simultaneously. In addition, these bipartite and tripartite entanglements are robust against the environment temperature. Our scheme paves the way for exploring a quantum interface bridging the microwave and optical domains, and may provide a promising building block for hybrid quantum networks.