Well it's a little complicated. Tolkien wrote it as one novel, which contained 6 books + appendices. But the publisher didn't want to publish a 1200 page (iirc) book, so they made him divide it into 3 volumes, each containing 2 books, and then they titled them to be what we know them as.

Fun fact, the only title he wasn't happy with was The Return of the King, because it gave away what happens in the book.