The rapid advancement of information technologies has significantly intensified the focus on cyberspace security across various sectors. In this evolving landscape, attackers deploy many of techniques- including exploits, weakness identification, and complex multi-step attacks- to gain unauthorized access to systems. Conversely, defenders harness insights from a variety of sources to pinpoint potential threats. Prominent public cybersecurity databases such as the Adversarial Tactics, Techniques, and Common Knowledge (ATT&CK), Common Attack Pattern Enumeration and Classification (CAPEC), Common Vulnerabilities and Exposures (CVE), Common Weakness Enumeration (CWE), and Common Platform Enumeration (CPE) provide extensive data on security entities and their interrelations, playing a pivotal role in enriching the understanding of cybersecurity challenges and assisting in comprehensive defensive analyses. However, the semantic cross-analysis of these databases, crucial for identifying obscure threat patterns, remains underexploited. In this study, we amalgamate data from these disparate sources into a cohesive threat knowledge graph and introduce a novel knowledge representation learning approach, A4CKGE (ATT&CK-CAPEC-CWE-CVE-CPE Knowledge Graph Embedding). This method utilizes advanced structural and textual analytics to predict interactions among security entities such as products, vulnerabilities, weaknesses, and multi-step attack sequences, employing complex attack templates generated through a Large Language Model (LLM). Our extensive experiments demonstrate that this approach significantly outperforms existing state-of-the-art methods in effectively predicting these relationships. The findings validate the efficacy of our threat knowledge graph in unveiling hidden connections, thereby highlighting its potential to strengthen cybersecurity defenses substantially.