Engineering practice is the key bridge between college education and actual work in the industry. In order to deliver qualified talents with engineering quality to the industry, this paper explores integrating software engineering thinking into the Embedded System Design course. A practical and effective teaching mode is designed consisting of immersive learning, case-based learning, progressive practice, interactive learning, and autonomous learning. Through this teaching mode, multi-levels of closed-loop have been established including final project cycle closed-loop, testing cycle closed-loop, and product cycle closed-loop. During this process, students gradually transition to putting forward product requirements, carrying out design and development, thinking and solving problems, collaborating, and assuring quality from the perspective of software engineering. The practice results show that students’ engineering quality has been significantly improved.