Valentino Rossi is the only rider to have won world championships in the 125cc, 250cc and MotoGP classes.
Rossi completed the progression through all three championship categories during the late 1990s and early 2000s. He won the 125cc world title in 1997, followed it with the 250cc championship in 1999, and then captured the premier-class title in 2001, when that category was still officially called 500cc. From 2002 onward, the premier class became MotoGP, and Rossi won seven MotoGP-era championships.
That naming transition explains a common source of confusion. Rossi’s first premier-class crown was a 500cc title, but he also won MotoGP championships in 2002, 2003, 2004, 2005, 2008, 2009 and 2010. Thus he is the only rider to have titles in the 125cc and 250cc classes plus the modern MotoGP premier class.
Marc Márquez also won titles in the 125cc and premier classes, but his middle-category championship was Moto2, not 250cc. Giacomo Agostini and Mike Hailwood likewise won premier-class and intermediate-class titles, but not this complete combination.