An active wafer prober preheat-precool system comprises a wafer loading unit used to load at least one wafer; a probe card disposed corresponding to the wafer loading unit and used to test the wafer; a carrying mechanism including a central connector corresponding to the wafer loading unit and having a first opening, wherein the probe card is connected with the central connector and faces the wafer loading unit through the first opening; a peripheral connector having a second opening, wherein the central connector is detachably disposed inside the second opening; and a first temperature regulation unit disposed in the peripheral connector; and a control unit electrically connected with the first temperature regulation unit and controlling the first temperature regulation unit to adjust the temperature of the peripheral connector. The present invention also discloses a method for testing wafers.