Active learning is designed to minimize annotation efforts by prioritizing instances that most enhance learning. However, many active learning strategies struggle with a ‘cold-start’ problem, needing substantial initial data to be effective. This limitation reduces their utility in the increasingly relevant few-shot scenarios, where the instance selection has a substantial impact. To address this, we introduce ActiveLLM, a novel active learning approach that leverages Large Language Models such as GPT-4, o1, Llama 3, or Mistral Large for selecting instances. We demonstrate that ActiveLLM significantly enhances the classification performance of BERT classifiers in few-shot scenarios, outperforming traditional active learning methods as well as improving the few-shot learning methods ADAPET, PERFECT, and SetFit. Additionally, ActiveLLM can be extended to non-few-shot scenarios, allowing for iterative selections. In this way, ActiveLLM can even help other active learning strategies to overcome their cold-start problem. Our results suggest that ActiveLLM offers a promising solution for improving model performance across various learning setups.