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This paper proposes a hybrid active power filter (HAPF) with multi-coupled coils, applied to a medium- and high-voltage power grid. The passive filter of the proposed HAPF adopts the structure of multi-coupled coils to compress the traditional multiple LC branches into one branch which presents the same harmonic impedance characteristics as the former multiple LC branches. In the active power filter of the HAPF, a coupled inductor, instead of a transformer, is used to connect with the passive filter. The coupled inductor has mutual inductances with inductors of the passive filter. Through spatial magnetic coupling, the active power filter can inject compensation current into the power grid to eliminate the residual harmonics and absorb active power from the power grid to maintain the DC capacitor voltage. When the active power filter is open-circuited or short-circuited, the filtering effect of the passive filter can still be guaranteed, which improves the reliability of the filter. The benefits of the proposed HAPF with excellent harmonic filtering performance are that the inductors occupy only 1/3 space as compared with traditional three-tuned LC filter, and very small power of the active power filter. The feasibility of the proposed HAPF is verified through simulations and experiment.