In this paper, we study the three-dimensional (3D) path planning for a cellular-connected unmanned aerial vehicle (UAV) to minimize its flying distance from given initial to final locations, while ensuring a target link quality in terms of the expected signal-to-interference-plus-noise ratio (SINR) at the UAV receiver with each of its associated ground base stations (GBSs) during the flight. To exploit the location-dependent and spatially varying channel as well as interference over the 3D space, we propose a new radio map based path planning framework for the UAV. Specifically, we consider the channel gain map of each GBS that provides its large-scale channel gains with uniformly sampled locations on a 3D grid, which are due to static and large-size obstacles (e.g., buildings) and thus assumed to be time-invariant. Based on the channel gain maps of GBSs as well as their loading factors, we then construct an SINR map that depicts the expected SINR levels over the sampled 3D locations. By leveraging the obtained SINR map, we proceed to derive the optimal UAV path by solving an equivalent shortest path problem (SPP) in graph theory. We further propose a grid quantization approach where the grid points in the SINR map are more coarsely sampled by exploiting the spatial channel/interference correlation over neighboring grids. Then, we solve an approximate SPP over the reduced-size SINR map (graph) with reduced complexity. Numerical results show that the proposed solution can effectively minimize the flying distance/time of the UAV subject to its communication quality constraint, and a flexible trade-off between performance and complexity can be achieved by adjusting the grid quantization ratio in the SINR map. Moreover, the proposed solution significantly outperforms various benchmark schemes without fully exploiting the channel/interference spatial distribution in the network.