An axial magnetic bearing includes a bearing body and a protective device. The bearing body includes a stator and a rotor. The protective device includes a first assembly fixedly mounted relative to the stator and a second assembly fixedly mounted relative to the rotor. One of the first assembly and the second assembly includes a first stopping portion, and the other of the first assembly and the second assembly includes a second stopping portion and a third stopping portion. A part of the first stopping portion is axially located between the second stopping portion and the third stopping portion. A protection gap of the protective device is smaller than a working gap of the bearing body.