This paper combines two types of energy storage components, the battery and supercapacitor (SC), to form a fully active hybrid energy storage system (HESS) as a power source for electric vehicles (EVs). At the same time, a hierarchical coordinated energy management strategy based on model predictive control (HCEMS-MPC) is presented. Firstly, the mathematical model of the fully active HESS is obtained based on Kirchhoff’s law and state-space modeling technology. Secondly, considering the state of charge (SOC) of the battery, a fuzzy-control-based upper-level energy management strategy (EMS) is proposed to optimize power allocation and to generate a reference current for a lower-level current controller. Then, a lower-level current predictive controller is designed to achieve accurate current tracking. Finally, a lower-level voltage sliding mode controller is designed to stabilize the bus voltage. Compared with previous works, the HCEMS-MPC strategy only needs to adjust the weight matrix and the reaching term to avoid the problem of excessive controller parameters. The simulation results, under different driving conditions, show that the HCEMS-MPC strategy has a better performance with respect to its fast response, error reduction, and robust stability. In addition, the SOC of the battery decreases more slowly, and the final SOC value significantly increases, thereby extending the single-discharge cycle time of the battery and improving the service life of the battery.