3D occupancy prediction based on multi-sensor fusion, crucial for a reliable autonomous driving system, enables fine-grained understanding of 3D scenes. Previous fusion-based 3D occupancy predictions relied on depth estimation for processing 2D image features. However, depth estimation is an ill-posed problem, hindering the accuracy and robustness of these methods. Furthermore, fine-grained occupancy prediction demands extensive computational resources. We introduce OccFusion, a multi-modal fusion method free from depth estimation, and a corresponding point cloud sampling algorithm for dense integration of image features. Building on this, we propose an active training method and an active coarse to fine pipeline, enabling the model to adaptively learn more from complex samples and optimize predictions specifically for challenging areas such as small or overlapping objects. The active methods we propose can be naturally extended to any occupancy prediction model. Experiments on the OpenOccupancy benchmark show our method surpasses existing state-of-the-art (SOTA) multi-modal methods in IoU across all categories. Additionally, our model is more efficient during both the training and inference phases, requiring far fewer computational resources. Comprehensive ablation studies demonstrate the effectiveness of our proposed techniques.