Not directly. A new filter would allow more gas to go through the line, less restriction, letting your car's performance increase. That means you would get to cruising speed faster and letting up on the gas pedal sooner, getting better economy. But 3 years on a filter is not normally disasterous unless you always get crummy gas. Most of us go way over 5 years on a gas filter, and I suspect some of us have never changed the fuel filter in out 10 year old cars.
A better way to get good gas milage is for a normal tune up with new air filters, plugs, clean throttle body, etc.

Klaus
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98 V70Rawd(101Kmi), 95 854T(85K mi), 75 164E(173K mi)