Of course we need $n > 2$.
Assume $n\ge 3$.
Our goal is to show that every element of $A_n$ can be multiplied by a product of $3$-cycles to reach the identity.
We start by proving the following claim . . .
Claim:$\;$Every element of $A_n$ is a product of $3$-cycles.
Proof:
For $3\le n\le 4$, the claim can be verified by direct computation (write each even permutation explicitly as a product of $3$-cycles).
Next assume $n\ge 5$.
Let $G$ be the subgroup of $S_n$ generated by the set of $3$-cycles of $S_n$.
Since $3$ is odd, all $3$-cycles are even permutations, hence $G$ is a subgroup of $A_n$.
Since $n\ge 5$, $A_n$ is simple.
Note that $G$ is not the trivial group.
Thus, to show that $G=A_n$ it suffices to show that $G$ is a normal subgroup of $A_n$.
Let $g\in G$ and $a\in A_n$.
Since $g\in G$ we can write $g=c_1\cdots c_m$ where each $c_i$ is a $3$-cycle.
Then $aga^{-1}=(ac_1a^{-1})\cdots (ac_ma^{-1})$, which is a product of $3$-cycles, since the conjugate of a $3$-cycle is a $3$-cycle.
Hence $aga^{-1}\in G$, which proves that $G$ is a normal subgroup of $A_n$.
Therefore $G=A_n$, which completes the proof of the claim.
Returning to the original goal, let $g\in A_n$. Then $g^{-1}$ is a product of $3$-cycles, hence from $gg^{-1}=e$, it follows that $g$ can be multiplied by a product of $3$-cycles to reach the identity.
Note:$\;$With the same reasoning, we get the following more general result . . .
Fix an odd positive integer $k\ge 3$, and let $n$ be any positive integer such that $n\ge k$.$\;$Then
- Every element of $A_n$ is a product of $k$-cycles.$\\[4pt]$
- Every element of $A_n$ can be multiplied by a product of $k$-cycles to reach the identity.
\mathit{...}- – joriki May 04 '20 at 11:10