  We consider a stochastic wave equation in space dimension three driven by a
noise white in time and with an absolutely continuous correlation measure given
by the product of a smooth function and a Riesz kernel. Let $p_{t,x}(y)$ be the
density of the law of the solution $u(t,x)$ of such an equation at points
$(t,x)\in]0,T]\times \IR^3$. We prove that the mapping $(t,x)\mapsto
p_{t,x}(y)$ owns the same regularity as the sample paths of the process
$\{u(t,x), (t,x)\in]0,T]\times \mathbbR^3\}$ established Dalang and Sanz-Sol\'e
[Memoirs of the AMS, to appear]. The proof relies on Malliavin calculus and
more explicitely, Watanabe's integration by parts formula and estimates derived
form it.
