Sperner's lemma says that if a triangle is triangulated, its vertices are labelled , and label is forbidden on the edge opposite vertex , then an odd number of small triangles have all three labels.
To prove it, count incidences with edges whose endpoint labels are and . Along the outer -edge, the labels begin at and end at , so the number of transitions is odd; no other boundary edge contributes. An interior edge contributes twice. A small triangle contributes an odd number precisely when its three labels are : a triangle using only contributes two, and every other non-tricoloured triangle contributes zero. The number of tricoloured triangles is therefore odd.
Now suppose the closed sets in the question existed. Let be the distance from a point to a closed set . Empty triple intersection makes , so
is a continuous function from the large triangle to itself, where is the vertex opposite . Since the cover the triangle, at least one vanishes, so always lies on the boundary. On , its th barycentric coordinate vanishes, hence . Thus is face-preserving on the boundary; its boundary restriction is homotopic there to the identity by the straight-line homotopy. This would give a map from the triangle into its boundary whose boundary degree is one, contradicting the no-retraction theorem, the standard topological consequence of Sperner's lemma. Therefore the three closed sets must have a common point.
Label the edges so that barycentric coordinates on satisfy
Suppose for contradiction that . The distance from a point to a closed set gives continuous nonnegative functions . Their sum never vanishes, while at every point at least one of them vanishes because . Hence
is a continuous map from to its boundary in barycentric-coordinate space. Moreover, , , and . On each edge, the straight-line homotopy between and the identity remains in that edge, so has winding number one. On the other hand, a map from the whole triangle to its boundary makes its boundary restriction null-homotopic, and hence gives winding number zero. This contradiction proves the three-set covering lemma:
If a retraction fixed every boundary point, choose a homeomorphism from to taking its three edges to three consecutive closed arcs of with empty triple intersection. The inverse images under of those arcs would be closed, would cover , and would contain the corresponding boundary arcs. Transporting them to would contradict the result just proved. Therefore
For the final statement, use compactness of the three closed arcs inside the corresponding open sets. A finite open cover of a compact metric space admits a closed shrinking, and the shrinking can be chosen to preserve specified compact subsets already lying in the respective open sets. Thus there are closed sets
which cover and contain , respectively. The disc version of the three-set covering lemma, obtained from the triangle by a homeomorphism taking its edges to the three arcs, gives a point in . Since these sets lie in the original open sets,