Since air pollution seriously affects human heath and daily life, the air quality prediction has attracted increasing attention and become an active and important research topic. In this paper, we present AccuAir, our winning solution to the KDD Cup 2018 of Fresh Air, where the proposed solution has won the 1st place in two tracks, and the 2nd place in the other one. Our solution got the best accuracy on average in all the evaluation days. The task is to accurately predict the air quality (as indicated by the concentration of PM2.5, PM10 or O3) of the next 48 hours for each monitoring station in Beijing and London. Aiming at a cutting-edge solution, we first presents an analysis of the air quality data, identifying the fundamental challenges, such as the long-term but suddenly changing air quality, and complex spatial-temporal correlations in different stations. To address the challenges, we carefully design both global and local air quality features, and develop three prediction models including LightGBM, Gated-DNN and Seq2Seq, each with novel ingredients developed for better solving the problem. Specifically, a spatial-temporal gate is proposed in our Gated-DNN model, to effectively capture the spatial-temporal correlations as well as temporal relatedness, making the prediction more sensitive to spatial and temporal signals. In addition, the Seq2Seq model is adapted in such a way that the encoder summarizes useful historical features while the decoder concatenate weather forecast as input, which significantly improves prediction accuracy. Assembling all these components together, the ensemble of three models outperforms all competing methods in terms of the prediction accuracy of 31 days average, 10 days average and 24-48 hours.