We investigate the general property of the energy fluctuation for the canonical ensemble in Tsallis statistics and the ensemble equivalence. By taking the ideal gas and the non-interacting harmonic oscillators as examples, we show that, when the particle number N is large enough, the relative fluctuation of the energy is proportional to 1/N in the new statistics, instead of square root of 1/N in Boltzmann-Gibbs statistics. Thus the equivalence between the microcanonical and the canonical ensemble still holds in Tsallis statistics.