This study investigates the analysis of small failure probability problems and proposes the AK-PMC method, which combines the Population Monte Carlo (PMC) method with an active learning Kriging model (AK). The PMC method, as a variant of importance sampling, iteratively improving the quality of particles by reweighting them and updating the proposal distributions. In AK-PMC, Kriging model and PMC collaborate with each other. In each iteration, PMC draws potential importance samples according to the prediction information of Kriging model and Kriging is updated by choosing an optimal training point among the importance samples of PMC. After several iterations, the importance samples of PMC will cover the important failure regions and the Kriging model will accurately predict the limit state surface. To avoid the waste of training points, the relative error of failure probability estimated by PMC is derived by considering the prediction information of Kriging model. Three numerical examples and one practical engineering example are investigated to verify the performance of the proposed method.