Multi-mode hybrid electric vehicles (HEVs) have become popular in recent years because of their high efficiency and excellent overall performance. However, the introduction of multiple operating modes has led to some issues, e.g., mode shift problems, which are not observed in conventional HEVs with a single mode. Similar to a gear shift map in conventional vehicles, the mode shift map in multi-mode HEVs needs to be properly designed. In this study, the energy management algorithm of a multi-mode HEV is optimized using dynamic programming (DP) considering the mode shift frequency and energy losses. A mode shift map is then extracted from the operating points of the DP results using the support vector machine (SVM). By combining the derived mode shift map and the equivalent consumption minimization strategy (ECMS), a real-time control strategy is proposed for the online energy management of the multi-mode HEV. The results of a case study show the effectiveness of the proposed mode shift map and energy management strategy.