We construct an active magnetic compensation device and propose an efficient magnetic compensation method that suppresses a wider range of frequencies and amplitudes of time-varying magnetic fields than conventional methods. This system can compensate for all frequencies in the bandwidth of the sensors used by analyzing and extracting the spectral characteristics of the ambient field. We compensate simultaneously for various types of interference in rotation and achieve a reduction of the 50-Hz power-frequency field noise by 36 dB. Meanwhile, the real-time compensation of the field gradient is also investigated. Due to the effectiveness and extensive applicability of this method, it holds great promise for applications in atomic magnetometers, electron microscopes, and atomic clocks.