The performance of an active near‐infrared laser heterodyne system using a supercontinuum light source as the light signal for trace species detection is experimentally demonstrated. The characteristics of the supercontinuum light source and the data processing methods used in heterodyne detection are described. The measurement of methane (CH₄) and carbon dioxide (CO₂) absorption spectra was carried out in the laboratory to evaluate the active laser heterodyne system, and high‐resolution absorption spectra of CO₂ and CH₄ were recorded simultaneously. The stability of the active laser heterodyne system is analyzed using Allan variance analysis of long‐term observation data. The active near‐infrared laser heterodyne detection system demonstrated in this paper has great potential for the development of industrial parks' gas monitoring.