The traditional teaching mode of higher mathematics, which is based on teaching-receiving teaching, is difficult to adapt to the cultivation of university students' innovative ability. In this paper, based on teaching experience of advanced mathematics in many years, the characteristics of mathematics were combined to improve students' creative ability. In the teaching of advanced mathematics, we have carried out the reform and practice in the following aspects, from the enlightenment of paying attention to mathematics thought and method, the application of mathematics knowledge, proficiency of mathematics knowledge and the main role of students etc. The self cultivation model of creative ability based on "self localization and initiative innovation" is constructed.