The correct preposition is "on." In the United States, "The 3rd of March" and "March 3rd" are both correct, but "March 3rd" is more common. I personally would say "My birthday is March 3rd." "My birthday is on March 3rd" is fine. "My birthday is on the 3rd of March" is fine, but sounds a little formal.

Hello This sentence is correct, as in this case, you need to use the preposition "on". My birthday is on the 3rd of March.