Intracellular pathogens, including all viruses and many bacteria, enter a host cell through either passive endocytosis or active self-propulsion. Though the cellular uptake of passive particles via endocytic process has been studied extensively, little work has been done on the active entry of self-propelled pathogens, such as Listeria monocytogenes. Here, we present a theoretical model to investigate the adhesive wrapping of a self-propelled particle by a plasma membrane, and find a type of first-order wrapping transition from a small partial wrapping state to a large partial wrapping state triggered by the active force. The phase diagram displays more complex behaviors compared with the passive wrapping mediated merely by adhesion. We also find that a tubular protrusion can be formed if the active force exceeds a force barrier. These results may provide a useful guidance to the study of activity-driven cellular entry of active particles into cells.