The three-dimensional (3D) shape of a galaxy inevitably is tied to how it has formed and evolved and to its dark matter halo. Local extremely metal-poor galaxies (XMPs; defined as having an average gas-phase metallicity <0.1 solar) are important objects for understanding galaxy evolution largely because they appear to be caught in the act of accreting gas from the cosmic web, and their 3D shape may reflect this. Here, we report on the 3D shape of XMPs as inferred from their observed projected minor-to-major axial ratios using a hierarchical Bayesian inference model, which determines the likely shape and orientation of each galaxy, while simultaneously inferring the average shape and dispersion. We selected a sample of 149 XMPs and divided it into three subsamples according to physical size and found that (1) the stellar component of XMPs of all sizes tends to be triaxial, with an intermediate axis ≈0.7 times the longest axis and that (2) smaller XMPs tend to be relatively thicker, with the shortest axis going from ≈0.15 times the longest axis for the large galaxies to ≈0.4 for the small galaxies. We provide the inferred 3D shape and inclination of the individual XMPs in electronic format. We show that our results for the intermediate axis are not clouded by a selection effect against face-on XMPs. We discuss how an intermediate axis significantly smaller than the longest axis may be produced by several mechanisms, including lopsided gas accretion, non-axisymmetric star formation, or coupling with an elongated dark matter halo. Large relative thickness may reflect slow rotation, stellar feedback, or recent gas accretion.