Mohit, each website portal has its own set of users and so has a separate login. You are seeing that they logged in successfully on portal 3 (their entry point) and then when they get redirected to another portal, the destination portal requires an independent login. So they have to login there also. There are a number of strategies for Single-Sign On, and I don't know them all. But let me give you a few options that I do know.
First, do they really need to log into portal 3? Can you redirect them to the right portal without logging them in? If so, then they only need to login once and that would be on the destination portal.
Second, there are modules that will give you the ability to create a link that will log a user in automatically when they use the link. That could be great, or it could also be a security risk depending on your situation. I think another module fixes things for Single Sign On so if you log into one portal, you are automatically logged into another. Do a search in the DNN Store for login modules to see what is offered.

Hi Mark, 

Thanks for the reply. Here I'm logging the user, say in portal 3, and redirecting the user to the same portal, not another portal. 
I have a registration page in another project where the user register and then the login page is called which is in my DNN site to log in  the user via code automatically so when the user is redirected to the portal site he is already logged in. 

I think I solved the issue, I was calling the login page by using my portal subdomain (https://portal1.mysite.me/loginPage.aspx) and when I called using the page with subdomain same as the portal 3 (https://portal3.mysite.me/loginPage.aspx) it worked.

Thanks Mark your reply really helped me.