This article discusses the Cauchy problem for a pseudo-parabolic equation in three-dimensional space. The result can be generalized to - dimensional space. The Cauchy problem for equations of parabolic and elliptic types is well studied. For a pseudo-parabolic equation using the previously constructed fundamental solution, evaluating the fundamental solution and its derivatives. Applying the Fourier transform with respect to and the Laplace transform with, we first obtained a priori estimates for the potentials of the initial condition and the volume potential in Hölder spaces. Further, using these results, we have proved an estimate of the solution of the Cauchy problem for the pseudo-parabolic equation in Hölder classes. A detailed proof of the estimation of the potentials of the initial condition, the volume potential, and the solution of the Cauchy problem for the pseudoparabolic equation is given