A third-order accurate direct Eulerian generalised Riemann problem (GRP) scheme is derived for the one-dimensional special relativistic hydrodynamical equations. In our GRP scheme, the higher-order WENO initial reconstruction is employed, and the local GRPs in the Eulerian formulation are directly and analytically resolved to third-order accuracy via the Riemann invariants and Rankine-Hugoniot jump conditions, to get the approximate states in numerical fluxes. Unlike a previous second-order accurate GRP scheme, for the non-sonic case the limiting values of the second-order time derivatives of the fluid variables at the singular point are also needed for the calculation of the approximate states; while for the sonic case, special attention is paid because the calculation of the second-order time derivatives at the sonic point is difficult. Several numerical examples are given to demonstrate the accuracy and effectiveness of our GRP scheme.