Neural networks are commonly used for post-stack and pre-stack seismic inversion. With sufficient labelled data, the neural network-based seismic inversion results are more accurate than that use traditional seismic inversion methods. However, in the case of insufficient labeled data, the accuracy of neural networks-based seismic inversion results decreases and is even lower than those based on traditional inversion methods. In addition, the seismic inversion results based on neural networks generally suffer from lateral discontinuity. It further reduces the accuracy of the inversion results. To tackle these problems, we propose a pre-stack seismic amplitude variation with offset (AVO) inversion method based on Closed-Loop Multi-task conditional Wasserstein Generative Adversarial Network (CMcWGAN), which is a GAN-based AVO inversion method. CMcWGAN enables simultaneous and accurate inversion of P-wave velocity ( <italic xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">V<sub>p</sub></i> ), S-wave velocity ( <italic xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">V<sub>s</sub></i> ), and density ( ρ ). Moreover, it uses the low-frequency information of elastic parameters as a conditional input to alleviate the problem of lateral discontinuity in inversion results. Experimental results of simulated data show that the inversion results based on CMcWGAN have higher accuracy than those based on traditional AVO inversion methods. In addition, when the seismic angle gather is noisy, CMcWGAN has better robustness than the traditional methods. CMcWGAN can also obtain reasonable AVO inversion results in field seismic angle gather data.inversion results. Experimental results of simulated data show that the inversion results based on CMcWGAN have higher accuracy than those based on traditional AVO inversion method. In addition, when the seismic angle gather is noisy, CMcWGAN has better robustness than traditional method. CMcWGAN can also get reasonable AVO inversion results in field seismic angle gather data.