To leverage on entity and word semantics in entity linking, embedding models have been developed to represent entities, words and their context such that candidate entities for each mention can be determined and ranked accurately using their embeddings. To leverage on entity and word semantics in entity linking, embedding models have been developed to represent entities, words and their context such that candidate entities for each mention can be determined and ranked accurately using their embeddings. In this paper, we leverage on human intelligence for embedding-based interactive entity linking. We adopt an active learning approach to select mentions for human annotation that can best improve entity linking accuracy at the same time updating the embedding model. We propose two mention selection strategies based on: (1) coherence of entities linked, and (2) contextual closeness of candidate entities with respect to mention. Our experiments show that our proposed interactive entity linking methods outperform their batch counterpart in all our experimented datasets with relatively small amount of human annotations.