Yes, I'm using an Sp4 keyboard and pen with my SP3. I would double check to make sure you're following the pairing procedure properly(couldn't hurt to restart Windows and retry), and if it doesn't work after that, check to see if the pen's batteries are inserted properly.
It works fine - not only with the SP3 but also with the S3. As the poster before me said, repair and/ or check the batteries of the pen. And, while you are at it, you may as keep some of those batteries in reserve too. Good luck!
Many thanks for the replies. I've gone through the trouble shooting on the MS web site and the LED on the side of the pen will not illuminate. Everything that I've bought from MS has always been bullet proof so this is a surprise.