The three planes were handed over at a ceremony attended by Egypt's ambassador to France Ehad Badawy and Egyptian air force general Ragga Khalil in southern France.
Egyptian President Abdel Fattah al-Sisi signed the contract for 24 Rafales in Cairo in February, after a record six months of negotiation, and the delivery of the first three on Tuesday will break another record.
They will take part in the ceremony to open the new Suez Canal, a project started a year ago on Sisi's orders.
The French air force, which has been the only purchaser of Rafales for the first 14 years of its their existence, has accepted that it will receive five planes this year, instead of the usual 11, so that six may be delivered to Egypt.
Although the Rafale is adaptable and up-to-date, Dassault has had difficulty selling it.
Badawy on Monday praised the plane's versatility, useful to Egypt's military government, which faces Islamist insurgency in Sinai, the west of its own territory and in neighbouring Libya.
Cairo has also ordered air-to-ground missiles from French company Sagem, part of Safran, to equip the Rafales.