The $\chi_\mathrm{b1}$(3P) and $\chi_\mathrm{b2}$(3P) states are observed through their $\Upsilon$(3S) $\gamma$ decays, using an event sample of proton-proton collisions collected by the CMS experiment at the CERN LHC. The data were collected at a center-of-mass energy of 13 TeV and correspond to an integrated luminosity of 80.0 fb$^{-1}$. The $\Upsilon$(3S) mesons are identified through their dimuon decay channel, while the low-energy photons are detected after converting to e$^+$e$^-$ pairs in the silicon tracker, leading to a $\chi_\mathrm{b}$(3P) mass resolution of 2.2 MeV. This is the first time that the $J =$ 1 and 2 states are well resolved and their masses individually measured: 10$,$513.42 $\pm$ 0.41 (stat) $\pm$ 0.18 (syst) MeV and 10$,$524.02 $\pm$ 0.57 (stat) $\pm$ 0.18 (syst) MeV; they are determined with respect to the world-average value of the $\Upsilon$(3S) mass, which has an uncertainty of 0.5 MeV. The mass splitting is measured to be 10.60 $\pm$ 0.64 (stat) $\pm$ 0.17 (syst) MeV.