In order to develop a high-order finite volume scheme, which can perform with high fidelity in smooth regions, capture the discontinuities without oscillation, and overcome the difficulty in choosing stencils, a high-order finite volume scheme on structure meshes was developed on the basis of dimension-by-dimension reconstruction method. The scheme was also extended to the three-dimensional curvilinear coordinate system, which was suitable for the computation under relatively complex configurations. In order to validate the numerical scheme, some test cases were used. In the cases of the isentropic vortex and two-dimensional channel flow, it was found that the designed order of accuracy could be achieved. In the double Mach problem, it was proved that the scheme could well capture the discontinuities. The test cases show that the scheme has high numerical accuracy and robust capturing ability on curvilinear meshes and high efficiency in the simulations of the computational fluids dynamics.