The desensitizing technology of high-quality HMX were studied by coated with wax (W) or thermoplastic polyurethane (TPU) as insensitive coating additive. The feasibility study of high-quality HMX coated by W and TPU were proved through contact angle and surface energies. Then the samples were characterized by using SEM and XPS. The mechanical sensitivity of HMX samples before and after coating was measured and compared. The coating integrality and desensitizing effect of D-HMX coated by W in water and non-agueous media (Novec 7200), respectively. The results show that the high-quality HMX are coated entirely by W and TPU and the impact and friction sensitivity of high-quality HMX coated by W decreases significantly from 88% to 16%, from 92% to 4%, respectively. It indicats that D-HMX is coated entirely and more insensitive which the impact sensitivity fall to 0% while coated in non-aqueous media (Novec 7200) than in water.