Hi  Waghmare,
Check this example. Now please take its reference and correct your code.
You need to do the same checking for all the dropdownlist.
HTML
<asp:DropDownList runat="server" ID="ddlFruits1" Width="150px" AutoPostBack="true"
    OnSelectedIndexChanged="SelectedIndexChanged1">
</asp:DropDownList>
<asp:DropDownList runat="server" ID="ddlFruits2" Width="150px" AutoPostBack="true"
    OnSelectedIndexChanged="SelectedIndexChanged2">
</asp:DropDownList>
<asp:DropDownList runat="server" ID="ddlFruits3" Width="150px">
</asp:DropDownList>
Code
C#
protected void Page_Load(object sender, EventArgs e)
{
    if (!IsPostBack)
    {
        BindDropDownList(ddlFruits1);
        BindDropDownList(ddlFruits2);
        BindDropDownList(ddlFruits3);
    }
}
private void BindDropDownList(DropDownList ddl)
{
    System.Data.DataTable dt = GetFruits();
    ddl.Items.Clear();
    ddl.DataSource = dt;
    ddl.DataTextField = "Name";
    ddl.DataValueField = "Id";
    ddl.DataBind();
    ddl.Items.Insert(0, new ListItem("Select", "0"));
}
private System.Data.DataTable GetFruits()
{
    System.Data.DataTable dt = new System.Data.DataTable();
    dt.Columns.AddRange(new System.Data.DataColumn[] { 
    new System.Data.DataColumn("Id", typeof(int)), 
    new System.Data.DataColumn("Name", typeof(string)) });
    dt.Rows.Add(1, "Mango");
    dt.Rows.Add(2, "Apple");
    dt.Rows.Add(3, "Banana");
    dt.Rows.Add(4, "Orange");
    return dt;
}
protected void SelectedIndexChanged1(object sender, EventArgs e)
{
    string selectedFruit = ddlFruits1.SelectedItem.Text;
    if (selectedFruit != "Select")
    {
        BindDropDownList(ddlFruits2);
        for (int i = 0; i < ddlFruits2.Items.Count; i++)
        {
            if (ddlFruits2.Items[i].Text == selectedFruit)
            {
                ListItem item = ddlFruits2.Items[i];
                ddlFruits2.Items.Remove(item);
                i = i - 1;
            }
        }
        BindDropDownList(ddlFruits3);
        for (int i = 0; i < ddlFruits3.Items.Count; i++)
        {
            if (ddlFruits3.Items[i].Text == selectedFruit)
            {
                ListItem item = ddlFruits3.Items[i];
                ddlFruits3.Items.Remove(item);
                i = i - 1;
            }
        }
    }
}
protected void SelectedIndexChanged2(object sender, EventArgs e)
{
    string selectedFruit1 = ddlFruits1.SelectedItem.Text;
    string selectedFruit2 = ddlFruits2.SelectedItem.Text;
    if (selectedFruit2 != "Select")
    {
        BindDropDownList(ddlFruits3);
        for (int i = 0; i < ddlFruits3.Items.Count; i++)
        {
            if (ddlFruits3.Items[i].Text == selectedFruit1 || ddlFruits3.Items[i].Text == selectedFruit2)
            {
                ListItem item = ddlFruits3.Items[i];
                ddlFruits3.Items.Remove(item);
                i = i - 1;
            }
        }
    }
}
VB.Net
Protected Sub Page_Load(ByVal sender As Object, ByVal e As EventArgs) Handles Me.Load
    If Not IsPostBack Then
        BindDropDownList(ddlFruits1)
        BindDropDownList(ddlFruits2)
        BindDropDownList(ddlFruits3)
    End If
End Sub
Private Sub BindDropDownList(ByVal ddl As DropDownList)
    Dim dt As System.Data.DataTable = GetFruits()
    ddl.Items.Clear()
    ddl.DataSource = dt
    ddl.DataTextField = "Name"
    ddl.DataValueField = "Id"
    ddl.DataBind()
    ddl.Items.Insert(0, New ListItem("Select", "0"))
End Sub
Private Function GetFruits() As System.Data.DataTable
    Dim dt As System.Data.DataTable = New System.Data.DataTable()
    dt.Columns.AddRange(New System.Data.DataColumn() {
                        New System.Data.DataColumn("Id", GetType(Integer)),
                        New System.Data.DataColumn("Name", GetType(String))})
    dt.Rows.Add(1, "Mango")
    dt.Rows.Add(2, "Apple")
    dt.Rows.Add(3, "Banana")
    dt.Rows.Add(4, "Orange")
    Return dt
End Function
Protected Sub SelectedIndexChanged1(ByVal sender As Object, ByVal e As EventArgs)
    Dim selectedFruit As String = ddlFruits1.SelectedItem.Text
    If selectedFruit <> "Select" Then
        BindDropDownList(ddlFruits2)
        For i As Integer = 0 To ddlFruits2.Items.Count - 1
            If ddlFruits2.Items(i).Text = selectedFruit Then
                Dim item As ListItem = ddlFruits2.Items(i)
                ddlFruits2.Items.Remove(item)
                i = i - 1
            End If
        Next
        BindDropDownList(ddlFruits3)
        For i As Integer = 0 To ddlFruits3.Items.Count - 1
            If ddlFruits3.Items(i).Text = selectedFruit Then
                Dim item As ListItem = ddlFruits3.Items(i)
                ddlFruits3.Items.Remove(item)
                i = i - 1
            End If
        Next
    End If
End Sub
Protected Sub SelectedIndexChanged2(ByVal sender As Object, ByVal e As EventArgs)
    Dim selectedFruit1 As String = ddlFruits1.SelectedItem.Text
    Dim selectedFruit2 As String = ddlFruits2.SelectedItem.Text
    If selectedFruit2 <> "Select" Then
        BindDropDownList(ddlFruits3)
        For i As Integer = 0 To ddlFruits3.Items.Count - 1
            If ddlFruits3.Items(i).Text = selectedFruit1 OrElse ddlFruits3.Items(i).Text = selectedFruit2 Then
                Dim item As ListItem = ddlFruits3.Items(i)
                ddlFruits3.Items.Remove(item)
                i = i - 1
            End If
        Next
    End If
End Sub
Screenshot
