In this study HMX was recrystallized from different solvents by a cooling crystallization process to improve the product quality and to produce a more insensitive product. It was found that particles with the best quality were crystallized from propylenecarbonate with a nucleation initiation by dosing a small amount of water as drowning-out substance. This leads to particles with a very high density (near to the theoretical value) and thus to particles with a small amount of inclusions. GAP tests with this product show less sensitivity against shock. A clear linear dependence of the particle density on the shock initiation pressure was found. The particle density is relatively easy to measure so it will be a useful measure to determine the sensitivity of the material.