Reticularly structured HMX (octahydro-1,3,5,7-tetranitro-,3,5,7-tetrazocine) of nano-size particles was simply prepared by reprecipitation at room temperature. The sample prepared by reprecipitation was characterized by SEM, TEM, XRD, DSC, and drop weight impact. The results of SEM and TEM indicated that spherical HMX particles of about 50 nm in diameter aggregated into reticularly structured conglomerates. There are two phases (gamma- and beta-HMX) existing in the reticularly structured HMX as shown in the XRD pattern. It was also proved by DSC that the maximum energy release during decomposition of the reticularly structured HMX is at lower temperature. In addition, the testing result of drop weight impact showed that the reticularly structured HMX is less sensitive to impact.