In this work, we report the discovery of energy cocrystals using an efficient iterative workflow combining an evolutionary algorithm and a machine learning potential (MLP). The compound 2,4,6,8,10,12-Hexanitro-2,4,6,8,10,12-hexaazaisowurtzitane (CL-20) has attracted significant attention owing to its higher energy density than traditional energetic materials. However, the higher sensitivity has limited its applications. An important way to reduce its sensitivity involves cocrystal engineering with traditional explosives. Many cocrystal structures are expected to be composed of these two components. We developed an efficient iterative workflow to explore the phase space of CL-20 and 1,3,5,7-tetranitro-1,3,5,7-tetraazacyclooctane (HMX) cocrystals using an evolutionary algorithm and an MLP. The algorithm was based on the Universal Structure Predictor: Evolutionary Xtallography (USPEX) software, and the MLP was the reactive force field with neural networks (ReaxFF-nn ) model. A set of high-density cocrystal structures was produced through this workflow; these structures were further checked via first-principles geometry optimizations. After careful screening, we identified several high-density cocrystal structures with densities of up to 1.937 g/cm3 and HMX: CL-20 ratios of 1:1 and 1:2. The influence of hydrogen bonds on the formation of high-density cocrystals was also discussed, and a roughly linear relationship was found between energy and density.