Advanced mathematics is an important basic course of science and engineering. It mainly introduces the basic theories and methods of mathematics and trains students' thinking. Abstraction is its most basic and significant feature. Mathematical modeling is an important means to solve practical problems with mathematical tools. This paper attempts to take "mathematical modeling" as a breakthrough, so it is particularly important to improve the teaching strategy of advanced mathematics based on mathematical modeling methods in higher mathematics teaching. Based on this, this paper simply discusses the teaching strategy of advanced mathematics under the background of mathematical modeling method.