Reinforcement learning has attracted great attention recently, especially policy gradient algorithms, which have been demonstrated on challenging decision making and control tasks. In this paper, we propose an active multi-step TD algorithm with adaptive stepsizes to learn actor and critic. Specifically, our model consists of two components: active stepsize learning and adaptive multi-step TD algorithm. Firstly, we divide the time horizon into chunks and actively select state and action inside each chunk. Then given the selected samples, we propose the adaptive multi-step TD, which generalizes TD($\lambda$), but adaptively switch on/off the backups from future returns of different steps. Particularly, the adaptive multi-step TD introduces a context-aware mechanism, here a binary classifier, which decides whether or not to turn on its future backups based on the context changes. Thus, our model is kind of combination of active learning and multi-step TD algorithm, which has the capacity for learning off-policy without the need of importance sampling. We evaluate our approach on both discrete and continuous space tasks in an off-policy setting respectively, and demonstrate competitive results compared to other reinforcement learning baselines.