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.

"The fact that we as a team have done something that all the teams have never done before, it's pretty neat," Granderson said. "I think it speaks to what this offense is, that anybody and everybody can deliver at any time."

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)