Active machine learning puts artificial intelligence in charge of a sequential, feedback-driven discovery process. We present the application of a multi-objective active learning scheme for identifying small molecules that inhibit the protein-protein interaction between the anti-cancer target CXC chemokine receptor 4 (CXCR4) and its endogenous ligand CXCL-12 (SDF-1). Experimental design by active learning was used to retrieve informative active compounds that continuously improved the adaptive structure-activity model. The balanced character of the compound selection function rapidly delivered new molecular structures with the desired inhibitory activity and at the same time allowed us to focus on informative compounds for model adjustment. The results of our study validate active learning for prospective ligand finding by adaptive, focused screening of large compound repositories and virtual compound libraries.