For paralleled active power filter (APF) into the power grid, the control strategy of double closed loop soft start is proposed to solve the problem that the capacitor voltage of DC side is started and the current impact of compensation end is presented. The new PI fuzzyPI control method adopting a DC output voltage deviation square values ring in the outer voltage is used for more accurate and stable buffer starting the capacitor voltage. The proportional resonant (PR) control method is used in the current loop, and an improved harmonic detection method is also used. Finally, a simulation experiment is carried out in the MATLAB software, and the method is used to test the feasibility of the 60 kVA prototype. Comparing with the conventional control algorithm, the method obtaines better control result on the inhibition of impulse voltage and impulse current end in the APF grid, it has good prospects for engineering applications.