In order to reduce the mechanical sensitivity of HMX efficiently, polyurethane in-situ crystallization coating method was used to modify HMX. The particle morphology, particle size, crystal type, impact sensitivity and friction sensitivity of original HMX and modified HMX were characterized by scan electric microscopy(SEM), laser light scattering sizer, X-ray diffraction(XRD) and mechanical sensitivity test．The results show that the crystal quality of modified HMX has been improved significantly, crystal shape is more orbicular and particle surface has less defects compared with the original HMX sample. The crystal type of modified HMX is β which is the same as that of original HMX. The impact sensitivity and friction sensitivity of modified HMX reduce from 90% and 70% of original HMX to 12% and 36% respectively which indicates in-situ crystallization coating method is an efficient means of decreasing the mechanical sensitivity of HMX.