The main thing you're missing is the x509.EncryptPEMBlock function which can be used to encrypt with one of multiple ciphers, including 3DES.
Here is sample code to generate a key, encrypt it with 3DES, and write it to a file:
package main
import (
  "crypto/rand"
  "crypto/rsa"
  "crypto/x509"
  "encoding/pem"
  "io/ioutil"
)
func main() {
  // Generate a 2048 bit RSA key.
  key, err := rsa.GenerateKey(rand.Reader, 2048)
  if err != nil {
    panic(err)
  }
  // Marshal it into DER-encoded ASN.1 format.
  raw := x509.MarshalPKCS1PrivateKey(key)
  // Encrypt using 3DES and password "mypassword".
  block, err := x509.EncryptPEMBlock(rand.Reader, "RSA PRIVATE KEY", raw, []byte("mypassword"), x509.PEMCipher3DES)
  if err != nil {
    panic(err)
  }
  // Encode the block into PEM.
  encoded := pem.EncodeToMemory(block)
  // Write it out.
  err = ioutil.WriteFile("myfile.key", encoded, 0400)
  if err != nil {
    panic(err)
  }
}
The generated file is:
-----BEGIN RSA PRIVATE KEY-----
Proc-Type: 4,ENCRYPTED
DEK-Info: DES-EDE3-CBC,627721fef197aa1f
Y5BPGXBnrTXgSPfWGl04f9FNJAB8tlzOF3MBUJaZBBb+3sOWWfz43RikFuXowl3s
DWOjNv9TnHO1M5Tlxye84iywo8CqINCZzMfan3J8ZxKWHpXbs5DVXQ9INTPfLueq
...
QuUylrQNEWt0T1BlKRltAkoRawiBj7Ys/WMnto9dfEbJPeoHfGCp0xTSYSvIwE01
rYrebCfNdrb8gW4KlQnOCj0bHU6xDtLzMtt6i9JD4CtXGKBo8mYwng==
-----END RSA PRIVATE KEY-----
Word of advice: 3DES is considered a weak cipher. You should use AES instead (available in multiple key sizes).