There is growing interest in predictive coding as a model of how the brain learns through predictions and prediction errors. Predictive coding models have traditionally focused on sensory coding and perception. Here we introduce active predictive coding (APC) as a unifying model for perception, action, and cognition. The APC model addresses important open problems in cognitive science and AI, including (1) how we learn compositional representations (e.g., part-whole hierarchies for equivariant vision) and (2) how we solve large-scale planning problems, which are hard for traditional reinforcement learning, by composing complex state dynamics and abstract actions from simpler dynamics and primitive actions. By using hypernetworks, self-supervised learning, and reinforcement learning, APC learns hierarchical world models by combining task-invariant state transition networks and task-dependent policy networks at multiple abstraction levels. We illustrate the applicability of the APC model to active visual perception and hierarchical planning. Our results represent, to our knowledge, the first proof-of-concept demonstration of a unified approach to addressing the part-whole learning problem in vision, the nested reference frames learning problem in cognition, and the integrated state-action hierarchy learning problem in reinforcement learning.