Dzumhur, the 23-year-old world number 88, is one of only two players -- men or women -- from Bosnia to feature at a Grand Slam.
Mervana Jugic-Salkic is the only woman from the country to play a major -- losing in the first round at Roland Garros in 2004 and 2005 and at Wimbledon in 2004.
By reaching the third round for the first time, Dzumhur has equalled his best Grand Slam result. He also reached the third round on his Australian Open debut in 2014 where he lost to Tomas Berdych.
Former junior Roland Garros champions Stan Wawrinka and Gael Monfils are also both in action.
Swiss eighth seed Wawrinka will face American Steve Johnson while Monfils will meet Pablo Cuevas, who is looking to become the first Uruguayan man in 16 years to reach the round of 16 at a major.