Recently, few-shot action recognition receives increasing attention and achieves remarkable progress. However, previous methods mainly rely on limited unimodal data (e.g., RGB frames) while the multimodal information remains relatively underexplored. In this paper, we propose a novel Active Multimodal Few-shot Action Recognition (AMFAR) framework, which can actively find the reliable modality for each sample based on task-dependent context information to improve few-shot reasoning procedure. In meta-training, we design an Active Sample Selection (ASS) module to organize query samples with large differences in the reliability of modalities into different groups based on modality-specific posterior distributions. In addition, we design an Active Mutual Distillation (AMD) module to capture discriminative task-specific knowledge from the reliable modality to improve the representation learning of unreliable modality by bidirectional knowledge distillation. In meta-test, we adopt Adaptive Multimodal Inference (AMI) module to adaptively fuse the modality-specific posterior distributions with a larger weight on the reliable modality. Extensive experimental results on four public benchmarks demonstrate that our model achieves significant improvements over existing unimodal and multimodal methods.