In the wireless power transfer (WPT) system of electric vehicles, it is a difficult problem to reduce the magnetic leakage and maintaining a high transmission efficiency through electromagnetic shielding technology. In this paper, an omni-directional wrap-around active magnetic shielding coil structure is proposed to reduce the magnetic leakage in the WPT system. First, the magnetic shielding principles and design rationale of this structure are analyzed, and the mathematical model of the structure is derived. Secondly, a method of coil optimization is proposed according to the high efficiency and low magnetic leakage characteristics of the coil structure, and the coil parameters to meet the design requirements are obtained. Finally, based on the obtained coil parameters, a WPT system based on the proposed structure is constructed, the reasonableness of the structure and method is verified by simulation and experiment. The results show that, the maximum magnetic leakage of the target surface is 3.76 μT at a transmission power of 4 kW when the proposed structure is offset by 0 cm, which represents a 43.63% reduction compared to an unshielded structure, and the transmission efficiency is as high as 95.58%. At the offset of 10 cm, the maximum magnetic leakage on target surface is 6.03 μT, which still complying with the magnetic leakage safety standards. And the transmission efficiency is 92.92%, which is higher than the same-sized passive shielded structures and traditional active shielded structures.