  In this study, we investigate the potential of $\mu^{-} \mu^{+}\to Z\gamma
\to \nu\bar{\nu}\gamma$ process at the future muon collider with a
center-of-mass energy of 3 TeV to examine the anomalous $ZZ\gamma$ and
$Z\gamma\gamma$ neutral triple gauge couplings defining $CP$-conserving
$C_{\widetilde{B}W}/{\Lambda^4}$ coupling and three $CP$-violating
$C_{BB}/{\Lambda^4}$, $C_{BW}/{\Lambda^4}$, $C_{WW}/{\Lambda^4}$ couplings. All
signal and relevant background events are generated in MadGraph and passed
through Pythia for parton showering and hadronization. Detector effects are
also considered via tuned muon detector cards in Delphes. The effects of
systematic uncertainties of $0\%$, $3\%$ and $5\%$ on the sensitivities are
studied. The best sensitivities obtained from the process $\mu^{-} \mu^{+}\to
Z\gamma \to \nu\bar{\nu}\gamma$ are $[-6.53;6.64]\times10^{-2}$ TeV$^{-4}$ on
$CP$-conserving $C_{\widetilde{B}W}/{\Lambda^4}$ coupling and
$[-2.47;2.47]\times10^{-2}$ TeV$^{-4}$, $[-8.46;8.46]\times10^{-2}$ TeV$^{-4}$
and $[-2.20;2.20]\times10^{-1}$ TeV$^{-4}$ on $CP$-conserving
$C_{BB}/{\Lambda^4}$, $C_{BW}/{\Lambda^4}$, $C_{WW}/{\Lambda^4}$ couplings ,
respectively. Our obtained results on the anomalous neutral gauge couplings set
more stringent sensitivity, ranging between 5 and 15 times than the current
experimental results while slightly better than the phenomenological studies at
future pp colliders such as the HL-LHC, the HE-LHC and the FCC-hh,
respectively. On the other hand, we can see that the bounds on the anomalous
neutral gauge couplings expected to be obtained for the future $e^{-}e^{+}$
colliders such as the CLIC are roughly 2 times better than our results.
