NEW YORK (Reuters) - The New York Yankees hit a Major League record three grand slam home runs in one game to overcome a six-run deficit and rout the Oakland Athletics 22-9 at Yankee Stadium Thursday.

Robinson Cano, Russell Martin and Curtis Granderson were the three Yankee batters who combined to make history.

Oakland jumped to a 7-1 lead but Cano's blast in the fifth inning trimmed the lead to 7-6 and Martin delivered the lead with his grand slam in the sixth inning. Granderson's record setting shot came in the eighth inning.

Martin also hit a solo home run in the fourth inning as part of a 5-for-5 performance with six RBI's.

"It's pretty amazing," Martin said.

"This game has been played for a long time. Pretty much everything has already happened.

"I'm waiting to see who's going to hit four -- I don't know if it's ever going to happen, but we'll see. Three is pretty cool."

(Reporting by Mike Mouat in Windsor, Ontario. Editing by Greg Stutchbury)