Yes, the figure has been bandied about more than once. However, that doesn't mean it is correct.
Also, just because a job is "linked to" the EU, that's not at all the same as it vanishing if we left the EU, yet that's what the "Remain" camp try to imply.
Do three million UK jobs rely directly on our place in the EU?
"Another report published in 2000 by the National Institute of Economic and Social Research concluded that "detailed estimates from input-output tables suggest that up to 3.2 million UK jobs are now associated directly with exports of goods and services to other EU countries." However this report acknowledges that:
"there is no a prior reason to suppose that many of these [jobs], if any, would be lost permanently if Britain were to leave the EU.'"
The EU Jobs Myth (Ryan Bourne, Institute of Economic Affairs)
Sections of this document include "Jobs are associated with trade, not political union" and "Counter-factual uncertainty: what would a post-EU UK look like?".
Some quotes:
"It is further suggested that the UK leaving the EU would put 3-4 million jobs ‘at risk’. Yet these jobs are associated with trade, not membership of a political union. There is no evidence to suggest that trade would substantially reduce between British businesses and European consumers, even if the UK was outside the EU."
"Even in a hypothetical world where trade completely broke down between the UK and EU, there would still not be the loss of 3-4 million jobs, as ‘import substitution’ would partially offset the fall in exports and trade would develop with other parts of the world."
"The UK labour market is incredibly dynamic, and would adapt quickly to changed relationships with the EU. Prior to the financial crisis, the UK saw on average 4 million jobs created and 3.7 million jobs lost each year"
"We can say with certainty that 3-4 million jobs are not at risk if the UK leaves the EU. There may well be net job creation or a range of other possible outcomes which should be debated rationally."