In this work, the mechanical response of high density polyethylene (HDPE) to complex uniaxial tensile loadings is firstly characterized experimentally, taking into account the damage occurring in large deformation and the initial anisotropy induced by the forming process. Anisotropic effects are characterized through tensile tests using several complex loading paths involving large deformation, and for different orientation with respect to the extrusion direction. A mechanical model is then developed, based on a non-equilibrium thermodynamic approach of irreversible processes, resulting in a new thermodynamic potential describing both the elasto-viscoelastic-viscoplastic behavior and the volume variation due to damage. Results show that transverse strains and volume strain of HDPE highly depend on specimen orientation, whereas the apparent Young's modulus is not affected by this orientation. The developed model is validated for HDPE, and satisfyingly predicts the complex response of HDPE to complex loadings paths.