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The defects in HMX, induced by thermal expansion, phase transition and chemical decomposition, have large effects on the performance of HMX. In this work, the defects of HMX samples under heat treatment are characterized by small angle X-ray scattering (SAXS) and atomic force microscopy. A large number of pores with an average size of 10 nm are found during the - phase transition of HMX (180℃), and the pores increase in size and decrease in number with time increasing. A new population of small pores with sizes of 58 nm are produced in HMX during the thermal decompositions (190℃ and 200℃). The size and the number of the small pores increase with temperature increasing.