The invention discloses an active wave compensating device and a method applied to a depth sounder. The active wave compensating device comprises a first compensating unit, a second compensating unitand a detecting unit, wherein the first compensating unit is provided with supporting assemblies, a transmission component and a power component; the second compensating unit is in transmission connection with the first compensating unit, and comprises a platform assembly, compensating assemblies, a supporting component and a connecting piece; and the detecting unit is connected with the supporting assemblies. According to the active wave compensating device disclosed by the invention, the movement parameters of the swinging and the heaving of a hull are measured by a micro-inertial sensor, and are converted into digital signals; the digital signals are transmitted to a control system for processing, and the compensation capacity of the swinging and the compensation capacity of heaving arecalculated out; and a servo motor and a servo electric cylinder are driven by the processed signals to move, so that the compensation of a compensation platform in the swinging direction and in the heaving direction is realized. Through the adoption of the active wave compensating device disclosed by the invention, the depth sounder which is influenced by the movements of swinging and heaving canbe accurately and quickly compensated, so that the depth sounder can safely and efficiently execute a detection task under a complicated marine condition; and the active wave compensating device hasthe characteristics of being wide in compensation range, high in reliability, accurate and quick, simple and light in structure, and the like.