By exploiting a dimension called orbital angular momentum (OAM) modes, a new modulation scheme referred to as multi-dimensional space-frequency-mode hybrid modulation (SFMHM) is proposed in this paper, which aims to further improve the MIMO-OFDM system's spectrum efficiency and meet the demand of the future wireless communication networks. The key idea of SFMHM is to map a block of information bits to two information-carrying units: (1) symbols chosen from a constellation diagram, (2) the indices of a subset chosen from all combinations of antennas, OAM modes, and subcarriers. A mapping method with low complexity for SFMHM is presented in this paper, which can reduce the computational complexity of the transmitter significantly. Simulation results show that, in LOS channels, SFMHM systems can achieve better performance compared with traditional MIMO-OFDM systems.