An active dynamic vibration absorber 1 includes a weight 2; a frame 3 which is adjacent to the weight 2 in such a manner as to surround the weight 2 with clearances X1 and Y1; a holding mechanism 4 which is interposed between the weight 2 and the frame 3 and holds the weight 2 movably in an X direction with respect to the frame 3, while holding the weight 2 immovably in a Y direction and a vertical direction V; a detecting means 5 for detecting the relative vibration of a predetermined value in the X direction of the weight 2 with respect to the frame 3; and a moving means 6 for relatively moving the weight 2 in the X direction with respect to the frame 3 on the basis of a detection signal from the detecting means 5 such that the relative movement of the weight 2 in the X direction with respect to the frame 3 is allowed, while the vibrational displacement of the weight 2 in the X direction with respect to the frame 3 is reduced.