With progressive development of innovation and technology, education in higher college should keep up with the step of times development, the bilingual teaching of advanced mathematics is just the best choice for students to grasp mathematics knowledge and simultaneously to improve English skills, and it will be an important link in improving the quality of the entire Chinese nation. Through the bilingual teaching practice, the authors put emphasis on the important role of bilingual teaching in advanced mathematics, and further raised strategies in how to improve university students’ comprehensive ability based on bilingual teaching of advanced mathematics.