We point out unconventional mechanical properties of confined active fluids, such as bacterial suspensions, under shear. Using a minimal model of an active liquid crystal with no free parameters, we predict the existence of a window of bacteria concentration for which a suspension of textit{E.~Coli} effectively behaves, at steady-state, as a negative viscosity fluid and reach quantitative agreement with experimental measurements. Our theoretical analysis further shows that a negative apparent viscosity is due to a non-monotonic local velocity profile, and is associated with a non-monotonic stress vs. strain rate flow curve. This implies that fixed stress and fixed strain rate ensembles are not equivalent for active fluids.