Pretraining neural networks with massive unlabeled datasets has become popular as it equips the deep models with a better prior to solve downstream tasks. However, this approach generally assumes that for downstream tasks, we have access to annotated data of sufficient size. In this work, we propose ALOE, a novel system for improving the data- and label-efficiency of non-semantic speech tasks with active learning (AL). ALOE uses pre-trained models in conjunction with active learning to label data incrementally and learns classifiers for downstream tasks, thereby mitigating the need to acquire labeled data beforehand. We demonstrate the effectiveness of ALOE on a wide range of tasks, uncertainty-based acquisition functions, and model architectures. Training a linear classifier on top of a frozen encoder with ALOE is shown to achieve performance similar to several baselines that utilize the entire labeled data.