The present invention relates to an alkyl acrylate compound-vinyl cyanide compound-aromatic vinyl compound graft copolymer including a seed prepared by polymerizing one or more compounds selected from the group consisting of an alkyl acrylate compound, an aromatic vinyl compound, and a vinyl cyanide compound and a multifunctional crosslinking agent; a core formed to surround the seed and prepared by polymerizing an alkyl acrylate compound and a multifunctional crosslinking agent; and a graft shell formed to surround the core and prepared by polymerizing an aromatic vinyl compound and a vinyl cyanide compound, wherein the multifunctional crosslinking agent has a weight average molecular weight of 600 to 1,400 g/mol, a method of preparing the alkyl acrylate compound-vinyl cyanide compound-aromatic vinyl compound graft copolymer, and a thermoplastic resin composition including the alkyl acrylate compound-vinyl cyanide compound-aromatic vinyl compound graft copolymer.