Any kind of ball game - including rolling it along the ground at right angles to him and asking him to stop it, throw and catch, hitting with a racket - will develop good hand-eye co-ordination.
Three years is very young to be catching a ball.
Unless you have a prodigy, those kind of skills don't come in at an advanced level until 5 and six and the big leap forward is at around seven years old. But the earlier answer will no doubt help the process.