We study the Einstein-Chern-Simons gravity coupled to Yang-Mills-Higgs theory in three-dimensional Euclidean space with a cosmological constant. The classical equations reduce to Bogomol'nyi type first order equations in curved space. There are BPS type gauge theory instanton (monopole) solutions of finite action in a gravitational instanton which itself has a finite action. We also discuss gauge theory instantons in the vacuum (zero action) AdS space. In addition we point out to some exact solutions which are singular.