The installation of harmonic filters in third rail power system could cause harmonic resonance in the rail electrical networks if the inductive system impedance matches with any capacitance elements. Harmonic resonance may lead to significant amplification of harmonic currents and consequently cause the overheating of electric equipment connected to the network. It is therefore important to evaluate the resonance frequency before installing the harmonic filters to avoid any harmonic resonances. In this paper, the harmonic distortions of a third rail system are investigated using Electrical Transient and Analysis Program (ETAP) simulation software. Four operating scenarios, namely the normal operation and three degraded operations, are considered in the studies. The findings of the studies showed that the presence of parallel resonant points near to odd-order harmonic may cause the harmonics amplification. Single-tuned filters are designed and placed in the 33 kV feeders to shift and reduce the parallel resonant frequency so that it presents a flat and low driving point impedance for the whole frequency range. The shifted resonant frequencies are located at the non-characteristic harmonics, and the resulting impedance is relatively small. Hence, parallel resonance is mitigated.