The high-frequency pulse tube cryocooler (HPTC) has been attracting increasing and widespread attention in the field of cryogenic technology because of its compact structure, low vibration, and reliable operation. The gas-coupled HPTC, driven by a single compressor, is currently the simplest and most compact structure. For HPTCs operating below 20 K, in order to obtain the mW cooling capacity, hundreds or even thousands of watts of electrical power are consumed, where radiation heat leakage accounts for a large proportion of their cooling capacity. In this paper, based on SAGE10, a HPTC heat radiation calculation model was first established to study the effects of radiation heat leakage on apparent performance parameters (such as temperature and cooling capacity), and internal parameters (such as enthalpy flow and gas distribution) of the gas-coupled HPTC. An active thermal insulation method of cascade utilization of the cold energy of the system was proposed for the gas-coupled HPTC. Numerical simulations indicate that the reduction of external radiation heat leakage cannot only directly increase the net cooling power, but also decrease the internal gross losses and increase the mass and acoustic power in the lower-temperature section, which further enhances the refrigeration performance. The numerical calculation results were verified by experiments, and the test results showed that the no-load temperature of the developed cryocooler prototype decreased from 15.1 K to 6.4 K, and the relative Carnot efficiency at 15.5 K increased from 0.029% to 0.996% when substituting the proposed active method for the traditional passive method with multi-layer thermal insulation materials.