The invention belongs to the technical field of shale gas well fracturing increase production, and particularly relates to a nano coating fiber active fracturing fluid. The invention aims at providing a fracturing fluid system having an integrated function of swelling prevention, resistance reduction and high sand carrying capacity, which is favorable for the fracturing modification construction of shale gas reservoir. According to the technical scheme, the nano coating fiber active water fracturing fluid is formed by compounding an antiswelling agent, a resistance reducing agent, nano coating fibers and water. The invention also provides a compounding method of the nano coating fiber active water fracturing fluid. The fracturing fluid has an antiswelling and resistance reduction effect, the sand carrying performance of the fracturing fluid is improved, the deposition way is changed, and the deposition rate of a supporting agent is reduced; and the filter loss is effectively reduced, and the damage rate for the shale reservoir is low. The compounding process is simple and easy, the damage for the shale reservoir is small, and the nano coating fiber active fracturing fluid is easy to flow back.