The invention discloses a novel active air foil bearing based on PZT and SMA. The novel active air foil bearing comprises a shaft sleeve, piezoelectric ceramics (PZT), a memory alloy wire mesh block (SMA block), flexible hinges, a rigid push rod, pre-pressure applying devices, a cooling pipe, a wave foil and a top foil; the PZT and the SMA block are installed in pre-machined through grooves, the corresponding pre-pressure applying devices are designed for the PZT and SMA block, the wave foil is formed by pressing an elastic material, one end of the wave foil is welded, and the other end of thewave foil is free. The top foil overlies the wave foil. Power supply signals of the PZT are controlled, the flexible hinges are coupled, PZT deformation is amplified, the wave foil is supported by the rigid push rod, the wedge-shaped space is enlarged, therefore, the crossed coupling effect is weakened, the dynamic pressure effect of the bearing is enhanced, and the rigidity characteristic of thebearing is improved; by controlling the temperature of the SMA block, the SMA block expands and contracts to generate larger structural damping, and the damping characteristic of the bearing is improved; and finally, the rigidity and damping characteristics of the bearing are actively controlled, and the stability of the system is improved.