We introduce active tag recommendation for interactive entity search, an approach that actively learns to suggest tags from preceding user interactions with the recommended tags. The approach utilizes an online reinforcement learning model and observes user interactions on the recommended tags to reward or penalize the model. Active tag recommendation is implemented as part of a realistic search engine indexing a large collection of movie data. The approach is evaluated in task-based user experiments comparing a complete search system enhanced with active tag recommendation to a control system in which active tag recommendation is not available. In the experiment, participants (N = 45) performed search tasks on the movie domain and the corresponding search interactions, information selections, and entity rankings were logged and analyzed. The results show that active tag recommendation (1) improves the ranking of entities compared to written-query interaction, (2) increases the amount of interaction and effectiveness of interactions to rank entities that end up being selected in a task, and (3) reduces, but does not substitute, the need for written-query interaction (4) without compromising task execution time. The results imply that active learning for search support can help users to interact with entity search systems by reducing the need for writing queries and improve search outcomes without compromising the time used for searching.