Computations of higher-order QCD corrections for processes with exclusive final states require a subtraction method for real-radiation contributions. We present the first-ever generalisation of a subtraction method for third-order (N3LO) QCD corrections. The Projection-to-Born method is used to combine inclusive N3LO coefficient functions with an exclusive second-order (NNLO) calculation for a final state with an extra jet. The input requirements, advantages, and potential applications of the method are discussed, and validations at lower orders are performed. As a test case, we compute the N3LO corrections to kinematical distributions and production rates for single-jet production in deep inelastic scattering in the laboratory frame, and compare them with data from the ZEUS experiment at HERA. The corrections are small in the central rapidity region, where they stabilize the predictions to sub per-cent level. The corrections increase substantially towards forward rapidity where large logarithmic effects are expected, thereby yielding an improved description of the data in this region.