The polymer bonded explosive （PBX） model containing different coating structures is established based on the peridynamics theory and Voronoi method. The dynamic damage behaviors of PBX under different impact speeds are simulated. The simulation results indicate that double-layer coating structure can better protect HMX crystal compared to single-layer coating structure. For single-layer coating structure， the damage mode is mainly transgranular fracture. By contrast， the damage is dominated by intergranular fracture in the case of double-layer coating structure. Moreover， for double-layer coating structure， the quantitative results on damage ratio of HMX is obtained and the performance of different coating structures is ordered. By analyzing the stress state of HMX， it is found that the coating structure can greatly impact the stress distribution. This study can help better design the coating structures in PBX.