Thermodynamics is the key component of materials science and engineering. The manifestation of thermodynamics is typically represented by phase diagrams, traditionally for binary and ternary systems. Consequently, the applications of thermodynamics have been rather limited in multicomponent engineering materials. Computational thermodynamics, based on the CALPHAD approach developed in the last few decades, has released the power of thermodynamics and enabled scientists and engineers to make phase stability calculations routinely for technologically important engineering materials. Within the similar time frame, first-principles quantum mechanics technique based on density functional theory has progressed significantly and demonstrated in many cases the accuracy of predicted thermodynamic properties comparable with experimental uncertainties. In this paper, the basics of the CALPHAD modeling and first-principles calculations are presented emphasizing current multiscale and multicomponent capability. Our research results on integrating first-principles calculations and the CALPHAD modeling are discussed with examples on enthalpy of formation at 0 K, thermodynamics at finite temperatures, enthalpy of mixing in binary and ternary substitutional solutions, defect structure and lattice preference, and structure of liquid, super-cooled liquid, and glass.