The solubility of cyclotetramethylene tetranitramine (HMX) in four ionic liquids (ILs): 1,3-dimethylimidazolium dimethylphosphate ([Memim]DMP), 1-butyl-3-methylimidazolium chloride ([Bmim]Cl), 1-hexyl-3-methylimidazolium bromide ([Hmim]Br), and 1-ethyl-3-methylimidazolium tetrafluoroborate ([Emim]BF4) was investigated. Nano-HMX were produced particles by spraying [Hmim]Br solution into purified ice water. Finally, the particle size, morphology, crystal phase, impact sensitivity, and thermal decomposition properties of nano-HMX particles were tested and analyzed. All four ILs could dissolve HMX to a greater or lesser extent in the temperature range from 20 degrees C to 80 degrees C. The solubility of HMX in [Hmim]Br at 80 degrees C is up to 0.7gmL(-1). Recrystallized HMX particles are of polyhedral or spherical shape and 40 to 130nm in size. X-ray diffraction indicated that nano-HMX has a similar crystal structure as raw HMX (-form). Compared with raw HMX, the nano-HMX particles have much lower impact sensitivity. However, they are easier to explode than raw HMX under thermal stimulus due to the lower peak temperature and activation energy.