The invention discloses a matrix converter prediction control method with an active damping function. The method includes: the prediction of the load active power, the reactive power, and the input reactive power and active damping control are realized via the acquisition of output current and voltage, power supply current and voltage, and converter input voltage. According to the method, the on-off state of a switch is selected when the sum of error absolute values (namely the index function) between the power mean value and the given value thereof is minimum, the adjustment of the weight of the index function is not needed, and good input and output current performances can be obtained; active damping control can be accurately realized, an equivalent circuit is controlled according to active damping, and the given values of the input reactive power and the load active power are corrected so that the oscillation of an input LC filter caused by the prediction control technology is suppressed; and the realization of prediction control is simplified, the oscillation at the input side can be effectively suppressed, and safe and stable operation of the system can be guaranteed.