An active guide wire (1) that can be used in a narrow blood vessel in a complicate vascular system such as intracerebral is disclosed as well as a method of making the same. The active wire comprises a bias coil spring (3); an outer tube (4) having the bias coil spring (3) sheathed therewith and providing an external wall for the active wire guide (1); and a shape memory alloy (SMA) actuator (5) in the form of a flat sheet anchored in and securely connected to the outer tube (4), wherein the flat sheet SMA actuator (5) is shape memorized so as to bend in a direction of the thickness of the flat sheet and has a shape running zigzag longitudinally thereof. The actuator (5) is energized with an electric current and thereby heated to have its leading end bent.