We have studied behaviors of one of high sensitive explosives, RDX (hexahydro-1,3,5-trinitro-1,3,5-triazine), under static ultrahigh pressures (up to 65 GPa) generated by using diamond anvil cells (DACs) using FT-IR spectroscopy and UV-VIS absorption spectroscopy. RDX changed its color into dark red when compressed up to 20 GPa with cesium iodide (CsI), filled as a pressure medium, but not when compressed RDX alone nor with potassium bromide (KBr). When RDX was compressed with CsI, intensities of characteristic IR absorption peaks of RDX decreased as the pressure increased, and did not returned to the intensities measured at ambient pressure, after the pressure was unloaded. On the other hand, when RDX was compressed alone, its color changed into yellow at pressures above 60 GPa. LTV-VIS absorption spectra of RDX were also measured. The absorption peak shifted to 410 nm at 65.5 GPa from 243.5 nm at ambient pressure. It is assumed that the HOMO-LUMO band gap of RDX decreases with increasing the pressure.