Fenton oxidation method was adopted to degrade the HMX production wastewater. Effect of H₂O₂ concentration, pH value, FeSO₄ concentration, temperature, reaction time and dosing mode of H₂O₂ on the removal efficiency of HMX and COD(chemical oxygen demand) were investigated. Results show that the suitable parameters are pH=3, temperature 20 ℃, dosing concentration of H₂O₂ 2 mol·L^-1, six times dosing mode, FeSO₄ concentrantion 0.05 mol·L^-1, the reaction time 1.5 h. Under this conditions, the COD removal rate and HMX removal rate separately reaches 88.8%, 91.58%. The BOD(biochemiacl oxygen demand)/COD of the HMX wastewater increases from 0.013 to 0.328, which meets the requirements of biochemical treatment.