The Three Kingdoms period of ancient China (208-280 AD) refers to the period  between Eastern Han (25–220 AD) and Jin dynasties (266–420), during which China was divided into Shu (221-263 AD), Wei  (220-266 AD) and Wu (222-280 AD) kingdoms, and then united as Jin dynasty. This paper constructs the quarterly series of alliance structures between the Three Kingdoms. By collecting and analyzing a total of two hundred and eighty-nine quarterly observations, the paper shows that the three most frequent alliance structures are ρ0: 1) the finest partition or no-alliance structure with 192 partitions; 2) Three partitions with Shu-Jin alliance and Wu singletion with 57 partions; 3) Wei-Wu alliance and one singletion Shu with 12 partions. It also shows that the observed changes in alliance structures were the consequence of a total of fifteen major battles fought by the three kingdoms. Such results serve as a contribution to the studies of applied game theory, alliance study, and the economic and military histories in ancient China.