Deep neural networks (DNNs) have been widely applied to active learning. Despite of its effectiveness, the generalization ability of the discriminative classifier (the softmax classifier) is questionable when there is a significant distribution bias between the labeled set and the unlabeled set. In this paper, we attempt to replace the softmax classifier in deep neural network with a nearest neighbor classifier, considering its progressive generalization ability within the unknown sub-space. Our proposed active learning approach, termed nearest Neighbor Classifier Embedded network (NCE-Net), targets at reducing the risk of over-estimating unlabeled samples while improving the opportunity to query informative samples. NCE-Net is conceptually simple but surprisingly powerful, as justified from the perspective of the subset information, which defines a metric to quantify model generalization ability in active learning. Experimental results show that, with simple selection based on rejection or confusion confidence, NCE-Net improves state-of-the-arts on image classification and object detection tasks with significant margins.