The effects of the first feeding and preservation time on the yield and purity of HMX were studied in the process of synthesis HMX by the way of acetic anhydride. The factors affecting the yield and purity of HMX were discussed. The results show that when the feeding and reserved time are 30 min,the yield and purity of crude HMX and the yield of pure HMX is 67.8%,75.1% and 53.2%,respectively.