Molecular simulations were performed to investigate the effect of cocrystal behavior on the properties of 2,4,6,8,10,12-hexanitro- 2,4,6,8,10,12-hexaazaisowurtzitane/1,3,5,7-tetranitro-1,3,5,7-tetrazacyclooctane (CL-20/HMX) explosive. The sensitivity, binding energy and the mechanical properties of the cocrystals were simulated by molecular dynamics (MD) with COMPASS force field, and the thermal decomposition mechanisms were studied by reactive molecular dynamics (RMD) simulations with ReaxFF/lg. The results showed the binding energy between CL-20 and HMX in cocrystal structure was larger than mixture structure, indicating the more excellent stability of the former. Compared with pure crystal of CL-20, the value of tensile (E), bulk (K), shear (G) moduli of CL-20/HMX cocrystals and the physical mixture all decreased. Thus, both mixture and cocrystal structure reduced the stiffness and increased flexibility of CL-20, and they showed better security. RMD simulation showed that the potential energy change of mixture was larger than that of the cocrystal at the earlier thermal decomposition stage. However, the potential energy drops faster in cocrystal than in mixture in the later process due to the interactions of the products from CL-20 decomposition. The main products were NO₂,N₂,NO,H₂O, HONO, HON and CO₂.