Results of theoretical investigations of the stability characteristics of an actively controlled externally pressurized air journal bearing are presented. Proportional control and derivative control are used for the control algorithm of active air bearing. The stability characteristics of the actively controlled bearing operating at zero steady-state eccentricity is investigated with the step jump method. The speed at onset of instability is raised for both proportional control and derivative control of bearing. Proportional control increased the stability threshold without affecting the whirl ratio. But for derivative control of bearing, stability threshold increase is accompanied by a parallel reduction of the whirl ratio. Results show active control of bearing can be adopted for the stability improvement of air journal bearing.