In this paper, we present MCP-Zero, an active agent framework that enables LLMs to discover and use tools on their own, to overcome the limitations of existing large-scale language model (LLM) agents that inject predefined tool schemas into their prompts. MCP-Zero transforms LLMs from simple searchers to truly autonomous agents by allowing agents to identify their own capability deficiencies and request specific tools as needed. It does so by utilizing three core mechanisms: active tool requesting, hierarchical semantic routing, and iterative capability expansion. Experimental results on the MCP-tools dataset, which consists of 308 MCP servers and 2,797 tools, show that MCP-Zero achieves significant efficiency improvements while maintaining agent autonomy. In particular, it accurately selects tools from approximately 3,000 candidate tools, significantly reduces token consumption, and shows consistent multi-turn performance as the tool ecosystem grows. This study demonstrates the importance of active tool discovery as a fundamental design pattern for scalable autonomous agent systems.