The control method includes following procedures: collecting variable data including compensating current in three phases, load current in three phases, DC voltage, and AC voltage etc; using instantaneous p-q theory converts instantaneous voltage in three phases to alpha and beta coordinate system; in selecting control structure and mode, the control method uses dual closed loop control system formed from voltage and current variables; voltage is as outer loop control variable in use for stabilizing system voltage, and current is as outer variable in use for raising compensation speed of harmonic compensation current. The invention discloses strategy of carrying dual closed loop control of voltage and current for active filter, aiming at dissatisfactory present status by using domestic active filter to restrain harmonic and carry out compensation.