The stochastic gravitational wave background (SGWB) contains a wealth of information on astrophysical and cosmological processes. A major challenge of upcoming years will be to extract the information contained in this background and to disentangle the contributions of different sources. In this paper we provide the formalism to extract, from the correlation of three signals in the Laser Interferometer Space Antenna (LISA), information about the tensor three-point function, which characterizes the non-Gaussian properties of the SGWB. This observable can be crucial to discriminate whether a SGWB has a primordial or astrophysical origin. Compared to the two-point function, the SGWB three-point function has a richer dependence on the gravitational wave momenta and chiralities. It can be used therefore as a powerful discriminator between different models. For the first time we provide the response functions of LISA to a general SGWB three-point function. As examples, we study in full detail the cases of an equilateral and squeezed SGWB bispectra, and provide the explicit form of the response functions, ready to be convoluted with any theoretical prediction of the bispectrum to obtain the observable signal. We further derive the optimal estimator to compute the signal-to-noise ratio. Our formalism covers general shapes of non-Gaussianity, and can be extended straightaway to other detector geometries. Finally, we provide a short overview of models of the early universe that can give rise to a non-Gaussian SGWB.