Khan moved to 5-under 137 overall. McGinley shot 69 and Montgomerie birdied the last hole to finish at 70.
Overnight co-leader Kyron Sullivan of Wales shot 74 to drop two behind Khan, and was joined at 3-under by Thomas Bjorn (71), Zane Scotland (71) and Tom Whitehouse (69).
The other overnight leader, James Kamte, faded with a 78.
Christian Nilsson had a quadruple bogey on the last hole to finish with a 76 amid strong winds and rain at the National Golf Albatross course on the outskirts of Paris