The Zero-Shot Sketch-based Image Retrieval (ZS-SBIR) is a challenging task because of the large domain gap between sketches and natural images as well as the semantic inconsistency between seen and unseen categories. Previous literature bridges seen and unseen categories by semantic embedding, which requires prior knowledge of the exact class names and additional extraction efforts. And most works reduce domain gap by mapping sketches and natural images into a common high-level space using constructed sketch-image pairs, which ignore the unpaired information between images and sketches. To address these issues, in this paper, we propose a novel Three-Stream Joint Training Network (3JOIN) for the ZS-SBIR task. To narrow the domain differences between sketches and images, we extract edge maps for natural images and treat them as a bridge between images and sketches, which have similar content to images and similar style to sketches. For exploiting a sufficient combination of sketches, natural images, and edge maps, a novel three-stream joint training network is proposed. In addition, we use a teacher network to extract the implicit semantics of the samples without the aid of other semantics and transfer the learned knowledge to unseen classes. Extensive experiments conducted on two real-world datasets demonstrate the superiority of our proposed method.