Under the background of development of emerging engineering education, strengthening the cultivation of students' engineering application ability is an important part of deepening the teaching reform in universities. Advanced engineering thermodynamics, as a basic theory course with strong engineering application and always implements the training concept of emerging engineering, could be regarded as an important entry point for the cultivation of graduate students' ability to integrate theory with practice. This paper discusses a "four-in-one" teaching mode of advanced engineering thermodynamics, including frontier teaching and extension, engineering case design, research project exploration, and comprehensive ability assessment. In this teaching mode, students are encouraged to study and explore independently, and an integrated learning and research community of teacher and students is formed. The practice platform of cultivating graduate students' engineering innovation ability is formed with the mutual promotion of teaching, learning, and research, and the students' engineering application and innovation abilities are enhanced.