The fundamental insight into Brownian motion by Einstein is that all substances exhibit continual fluctuations due to thermal agitation balancing with the frictional resistance. However, even at thermal equilibrium, biological activity can give rise to non-equilibrium fluctuations that cause ``active diffusion in living cells. Because of the non-stationary and non-equilibrium nature of such fluctuations, mean square displacement analysis, relevant only to a steady state ensemble, may not be the most suitable choice as it depends on the choice of the ensemble; hence, a new analytical method for describing active diffusion is desired. Here we discuss the stochastic energetics of a thermally fluctuating single active diffusion trajectory driven by non-thermal random forces. Heat dissipation, usually difficult to measure, can be estimated from the active diffusion trajectory; guidelines on the analysis such as criteria for the time resolution and driving force intensity are shown by a statistical test. This leads to the concept of an ``instantaneous diffusion coefficient connected to heat dissipation that may be used to analyse the activity and molecular transport mechanisms of living systems.