AMR (Active Magnetic Regenerative) refrigerators require the large variation of the magnetic field and a HTS magnet can be used. The amount of AC loss is very important considering the overall efficiency of the AMR refrigerator. However, it is very hard to estimate the precise loss of the HTS magnet because the magnetic field distribution around the conductor itself depends on the coil configuration and the neighboring HTS wires interact each other through the distorted magnetic field by the screening current Therefore, the AC loss of HTS magnet should be calculated using the whole configuration of the HTS magnet with superconducting characteristic. This paper describes the AC loss of the HTS magnet by an appropriate FEM approach, which uses the non-linear characteristic of HTS conductor. The analysis model is based on the 2-D FEM model, called as 'magnetic field formulation and edge-element model', for whole coil configuration in cylindrical coordinates. The effects of transport current and stacked conductors on the AC loss are investigated considering the field-dependent critical current. The PDE model of 'Comsol multiphysics' is used for the FEM analysis with properly implemented equations for axisymmetric model.