Kitaev chain is a theoretical model of a one-dimensional topological superconductor with Majorana zero modes at the two ends of the chain. With the goal of emulating this model, we build a chain of three quantum dots in a semiconductor nanowire. We observe Andreev bound states in each of the three dots and study their magnetic field and gate voltage dependence. Theory indicates that triple dot states acquire Majorana polarization when Andreev states in all three dots reach zero energy in a narrow range of magnetic field. In our device Andreev states in one of the dots reach zero energy at a lower field than in other two, placing the Majorana regime out of reach. Devices with greater uniformity or with independent control over superconductor-semiconductor coupling should can realize the Kitaev chain with high yield. Due to its overall tunability and design flexibility the quantum dot system remains promising for quantum simulation of interesting models and in particular for modular topological quantum devices.