The complex behavior of HMX and DMF was studied by FTIR, ¹H NMR and XRD methods. Results show that the complex HMX (DMF) is formed in which molecule ratio of HMX and DMF is 1:1 . Complex behavior occurs in the carbonyl of DMF and the —CH₂ groups of HMX. The crystal of the complex is different from that of HMX and the complex is a new material phase.