Active stereo systems are widely used in the robotics industry due to their low cost and high quality depth maps. These depth sensors, however, suffer from stereo artefacts and do not provide dense depth estimates. In this work, we present the first self-supervised depth completion method for active stereo systems that predicts accurate dense depth maps. Our system leverages a feature-based visual inertial SLAM system to produce motion estimates and accurate (but sparse) 3D landmarks. The 3D landmarks are used both as model input and as supervision during training. The motion estimates are used in our novel reconstruction loss that relies on a combination of passive and active stereo frames, resulting in significant improvements in textureless areas that are common in indoor environments. Due to the non-existence of publicly available active stereo datasets, we release a real dataset together with additional information for a publicly available synthetic dataset needed for active depth completion and prediction. Through rigorous evaluations we show that our method outperforms state of the art on both datasets. Additionally we show how our method obtains more complete, and therefore safer, 3D maps when used in a robotic platform