Due to its excellent material properties, carbon fiber reinforced composites (CFRCs) have been widely used. However, in the face of vibration issues caused by external loads, it is crucial to effectively suppress vibrations to enhance the performance of composite thin-walled structures. To meet the adaptive vibration control requirements of composite thin-walled structures under variable loads, an innovative Filtered-x Least Mean Square (Fx-LMS) algorithm with adaptive step size adjustment capability is proposed in this paper. This algorithm aims to resolve the conflict between convergence speed and controller stability. By employing independent training signals for online identification, the algorithm can effectively adapt to the time-varying characteristics of variable loads. Moreover, Macro-Fiber Composite (MFC) is selected as the active control element, and an active control scheme with embedded MFC structural characteristics is designed for bolted composite plates, ensuring the active control capabilities while providing necessary protection for the MFC. Through numerical simulations and experimental validation, the results indicate that the improved Fx-LMS algorithm proposed in this paper exhibits good convergence speed, controller stability, and significant vibration suppression under variable loads and random disturbances. The vibration response after active control is reduced by more than 90%. The proposed control method and new structural design provide important guidance for improving the performance of similar structures.