Which sentence is correct?
1- I went there because he asked me to.
2- I went there because he asked me to go.
3- I went there because he asked me.
My teacher said that the first sentence is ok but I've never heard a sentence like that and believe that sentence no.2 is correct.
Is my teacher right?
Yes, it's quite common. Both sentences 1 and 2 are "correct"; sentence 3 is possible, but probably not as common.