As the measuring sensitivity of a Spin-Exchange-Relaxation-Free(SERF) atomic magnetometer will be reduced when it is suffered from the disturbance by environment magnetic field. Therefore,according to the measuring principle of the SERF atomic magnetometer, this paper proposes a active magnetic compensation method for the external magnetic field disturbance based on in-situ magnetic measurement. Firstly, a modem was used to decouple the magnetic field in three directions to achieve the magnetic information of the three axes. Then, the measuring information from three directions was taken as a feedback to adjust the current of coil to generate a magnetic field which is opposite and equal to the disturbance. Finally, an active magnetic compensation system for SERF atomic magnetometer was built to compensate the magnetic disturbance in real time. Compared with the manual compensation method, the proposed method reduces the surplus magnetic field from 0.317 8 nT to 0.040 4 nT, and the mean square error from 0.348 1 nT to 0.024 7 nT. The experimental results validate the efficiency of the active magnetic compensation method.