The invention discloses a method of on-line detection of connection between a three-phase APF and a primary current transformer. The method comprises steps that one phase of output bridge arm of three phases of output bridge arms of the three-phase APF connected with a power grid is switched off, and another two phases of output bridge arms are used to transmit a current signal I21 and a current signal I22 of preset frequency to the power grid; power grid low current signals output by the primary current transformer are acquired, the various phases of amplitudes and the phases of the current signal I1 of the preset frequency is extracted from the power grid low current signals; the current transformer disposed in the three-phase APF is used to detect a current signal I2transmitted by the three-phases of bridge arms to the power grid, and the various phases of amplitudes and the phases of the current signal I2 are extracted; whether the current signal parameter of the current signal I1 and the current signal parameter of the current signal I2 are consistent is determined; when the current signal parameter of the current signal I1 and the current signal parameter of the current signal I2 are consistent, the connection between the three-phase APF and the primary current transformer is correct. By adopting the detection method provided by the invention, detection efficiency is high; power grid is not required to be cut off, and safety performance is high.