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Cyclocarya paliurus leaves have exhibited a good hypoglycemic activity, however, the active compounds and inhibitory mechanisms against α-glucosidase remained unclear. In this study, a target enzyme-oriented fishing strategy based on cellulose filter paper (CFP) immobilized α-glucosidase combined with ultra-performance liquid chromatography-quadrupole time-of-flight mass spectrometry (UPLC-QTOF-MS/MS) and molecular docking was developed to screen and identify potential α-glucosidase inhibitors from C. paliurus leaves. Cellulose filter paper (CFP) as the carrier was modified by polydopamine/polyethyleneimine (PDA/PEI) co-deposition to form a uniform positive charge coating on the surface, and then α-glucosidase was immobilized on the modified CFP by electrostatic adsorption. By virtue of its instantaneous separation characteristic, the CPF-immobilized α-glucosidase was used as a target enzyme-oriented fishing tool to rapidly capture active compounds bound to α-glucosidase from the complex plant system. 36 active compounds were fished out from 70% ethanol fraction of C. paliurus leaves (IC50, 17.81 µg/mL), and further characterized by UPLC-QTOF-MS/MS. Furthermore, molecular docking was employed to predict inhibitory mechanisms, and the result showed that cyclocarioside A, cypaliuruside K, cypaliuruside J, cyclocarioside C, cyclocarioside I and pterocaryoside A could effectively interact with α-glucosidase by forming hydrogen bonds, hydrophobic bindings and Van der Waals force, and affinity energies ranged from −9.4 to −8.0 kJ/mol. Such a target enzyme-oriented fishing strategy would open a pathway for discovering targeted active compounds from medicinal plants.