Electronic Health Records (EHRs) in hospital information systems contain patients' diagnosis and treatments, so EHRs are essential to clinical data mining. Of all the tasks in the mining process, Chinese Word Segmentation (CWS) is a fundamental and important one, and most state-of-the-art methods greatly rely on large-scale of manually-annotated data. Since annotation is time-consuming and expensive, efforts have been devoted to techniques, such as active learning, to locate the most informative samples for modeling. In this paper, we follow the trend and present an active learning method for CWS in EHRs. Specically, a new sampling strategy combining Normalized Entropy with Loss Prediction (NE-LP) is proposed to select the most representative data. Meanwhile, to minimize the computational cost of learning, we propose a joint model including a word segmenter and a loss prediction model. Furthermore, to capture interactions between adjacent characters, bigram features are also applied in the joint model. To illustrate the effectiveness of NE-LP, we conducted experiments on EHRs collected from the Shuguang Hospital Affiliated to Shanghai University of Traditional Chinese Medicine. The results demonstrate that NE-LP consistently outperforms conventional uncertainty-based sampling strategies for active learning in CWS.