The urgent demands for the high efficiency and low consumption of carbon anode baking process stimulate the structure optimization of the baking furnace. In this paper, a closed-top innovative anode baking furnace (CTABF) with periodically arranged burners and anode crucibles is proposed, and the thermal process in the CTABF is studied via a coupled multi-physics model and the in situ measurement. Results show that the multi-channel design changes the one-way high-temperature flue gas path and increases its residence time in the furnace, while the temperature distributions in the inner and outer crucibles show good uniformity. The average convective heat flux accounts for about 68% of the total heat flux around the crucible surface, and thus the baking rate of anodes can be controlled by adjusting the power of driven fan. Therefore, due to the above structural retrofits, the baking time and energy consumption are reduced and the baking quality is improved, showing the superiority of the proposed CTABF over the traditional ABF.