An important historical experience of the Party in the past 100 years is that we must strengthen the Party construction to improve the Party leadership ability. One of the general requirements of the report of the 19th National Congress of the Communist Party of China for the Party construction is to enhance the ability of governance in an all-round way, and the cultivation of the ability of governance focuses on strengthening the strategic thinking. Strategic thinking is a practical way and ability in complex struggle situation. Marxist Party has been in a complicated situation of struggle since its establishment. As a political subject representing the fundamental interests of the proletariat and even the whole mankind, it needs to grow into a practical subject that can firmly grasp the practical leadership, so as to complete its historical mission. The necessary condition for grasping the practical leadership is to have good strategic thinking, be able to accurately grasp the practical situation in the complex and changeable struggle environment, and formulate appropriate and favorable strategies. Combing the use of strategic thinking by Marx, Engels, Lenin and Mao Zedong, as well as the relationship between strategic thinking and leadership, we can fully explain that it is an important proven judgment for the report of the 19th National Congress of the Communist Party of China to put strategic thinking at the top of the ruling ability.