Modular Multilevel Converter (MMC) is one of the most concerned multilevel converters recently. It has been more and more widely used in High Voltage Direct Current system due to its advantages such as high modularization and low power loss. However, a large number of high frequency semiconductor devices will cause serious Electromagnetic Interference (EMI) during the operation of MMC. This paper proposed a Common-Mode (CM) current based active EMI filter (AEF) to suppress the CM EMI in MMC system. The influence on the performance of each part of the AEF is also studied. Through the simulation and experiment, it is verified this AEF can achieve about 20 dB reduction effect for DC side CM current in MMC system within 1 MHz.