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This 3mA must be at 3000V?
I would first, devide the driving frequency by 10..12 times to approximately 20kHz and use TV HV transformer. These transformers usually have ratio between 50 and 100 what should be enough to convert 24Vdc to 3000Vdc. You can go to local TV repair workshop and they should have some non-servicable TV main boards with HV transformer which you can use for your experiments...
Thank you all, but what I need its not for hobby proposes but for my project at work, So I need power supply small size as possible. If you have any experience with such a design it will be great to get more ideas.
If it is for your work why would you like to re-invent a wheel?
You can get small modules which convert 12/24/.. dc to 1000/2000/3000...dc and the only thing to do is to design a PCB and ... it is ready.
Use them as you use transistors, ....!!!
linear tech made an application note about building a laser power supply using one of their flyback devices. it's about 2kv/20mA if I recall but I'm sure you could change that to higher vout by using a different transformer. take a look at the lt page, maybe their schematic will work for you.