Active asteroids are objects that orbit in the main asteroid belt but show transient, comet-like dust emission. Newly discovered active asteroid P/2018 P3 (PANSTARRS) has a semimajor axis 3.006 AU, eccentricity 0.415, inclination 8.9 deg, placing it within the dynamical boundary region between asteroids and comets. This object has been recurrently active near two successive perihelia (at 1.75 AU), indicative of the sublimation of volatile ices. We obtained Hubble Space Telescope observations of P/2018 P3 from 2018 September to 2018 December, in order to study the morphology of the ejected dust at superb spatial resolutions. Numerical modeling of P/2018 P3's dust emission showed that the properties of the ejected dust are remarkably consistent with those found in other sublimating active asteroids (e.g., the continuous emission of >10 μm particles at 0.2-3 m/s speeds). Unlike low-eccentricity active asteroids which are assumed to be native to the main belt, our dynamical analysis suggests that P/2018 P3 appears unstable on timescales >10 Myr and is likely to be a recently implanted interloper. We also find that several synthetic Jupiter-family comets studied by Brasser & Morbidelli (2013) briefly take on P/2018 P3-like orbital elements during their evolution. As such, we speculate that P/2018 P3 is a captured Jupiter-family comet that has been residing in the main belt for >10 Myr, finally becoming indistinguishable from weakly sublimating active asteroids in terms of the dust properties.