The invention provides an active pay-off tension control device and a wire winding method thereof. The active pay-off tension control device comprises a bottom plate, a ceramic holed mounting plate, a synchronizing belt and a synchronizing pulley, a floating roller, a fixed roller, two guide wheels, sunk screws, nuts, a moving plate, a slider, a linear guide rail, a fixed plate, a damper, a damper case and a speed regulating motor, wherein the guide wheels, the fixed roller and the synchronizing pulley are fixed onto the bottom plate through the nuts; the ceramic holed mounting plate and the linear guide rail are fixed onto the bottom plate through the sunk screws; the slider is snapped onto a linear guide rail groove; the moving plate and the slider are connected through one sunk screw; the fixed plate and the moving plate are connected through the sunk screws and the nuts and clamp the synchronizing belt; the floating roller is fixed onto the mixing plate through the nut. The active pay-off tension control device has the advantage that a tension feedback device is novel in structure, easy to implement and simple in assembly and can effectively control the tension of wires during a pay-off and take-up process and improve the production efficiency. The wire winding method of the active pay-off tension control device is convenient to implement and accurate in tension control.