In the 21st century, the world has already stepped into the knowledge-economy times, and the knowledge-economy society has made a great challenge for the education. For the knowledge-economy times, people's thought is wealth and productivity. Mathematical thinking plays a dominant role in all kinds of thought which apply to scientific production .The goals of undergraduate education emphasis from specialty to quality and from knowledge teaching to intelligence development.The Advanced mathematical education plays an important part in the engineering college education .It is not only the foundation of specialty learning, but also a good material of cultivating the student's ability of mathematical thinking. Therefore teachers should attach importance to the impartation of thinking method and the cultivation of the ability of analyzing and solving the problem, which is very important to the improvement of teaching quality.According to the current situation and deficiency in education of engineering college, sets forth the necessity of cultivating students' thinking ability, It also discusses that we should cultivate the student's ability of mathematical thinking and points out the method and the way of cultivating students ability of mathematical thinking in the engineering colleges advanced mathematical teaching.
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