Either use a PPA or compile it yourself:

1. Installation by a PPA (Upgrade to 3.2)

   sudo apt-get install software-properties-common
   sudo add-apt-repository ppa:george-edison55/cmake-3.x
   sudo apt-get update
   

   • When cmake is not yet installed:

     sudo apt-get install cmake
     

   • When cmake is already installed:

     sudo apt-get upgrade
      
     

2. Compile it yourself

   Currently, the latest version is 3.2.2, the following instructions based on this version. You should therefore check this URL and adjust the file name accordingly.

   sudo apt-get install build-essential
   wget http://www.cmake.org/files/v3.2/cmake-3.2.2.tar.gz
   tar xf cmake-3.2.2.tar.gz
   cd cmake-3.2.2
   ./configure
   make
    
   

   Now you can have to choose an installation type to decide, I recommend installing with checkinstall, as this creates a DEB package.

   • With checkinstall

     sudo apt-get install checkinstall
     sudo checkinstall
     

   • With make install

     sudo make install