We present constraints on the amplitude and shape of the matter power spectrum and the density of dark matter within the framework of a standard ΛCDM model. We use a Markov Chain Monte Carlo approach to combine independent measurements of the three dimensional weak gravitational lensing shear field by the COSMOS survey, of low and high resolution Lyα forest flux power spectrum by SDSS and LUQAS, and of Cosmic Microwave Background temperature and polarization anisotropies by WMAP. We note good agreement between the amplitude of the matter power spectrum on intermediate and small scales as inferred from Lyα forest and lensing data. The Lyα forest data helps to break the σ8 − Ω0m degeneracy characteristic of weak lensing results, yielding σ8 = 0.876 ± 0.048 for COSMOS plus Lyα SDSS data. This is somewhat larger than the value preferred by the WMAP year three CMB data. Combining all three data sets significantly tightens the constraints on σ8, the spectral index of primordial density fluctuation ns, a possible running of the spectral index nrun and the matter density Ω0m. Assuming no running, the joint constraints for COSMOS, SDSS and WMAP are σ8 = 0.800 ± 0.023, ns = 0.971 ± 0.011, Ω0m = 0.247 ± 0.016 (1-σ error bars).