The electronic structure and initial decomposition in high explosive HMX under conditions of shock loading are examined. The simulation is performed using quantum molecular dynamics in conjunction with multi-scale shock technique (MSST). A self-consistent charge density-functional tight-binding (SCC-DFTB) method is adapted. The results show that the N-N-C angle has a drastic change under shock wave compression along lattice vector b at shock velocity 11 km/s, which is the main reason that leads to an insulator-to-metal transition for the HMX system. The metallization pressure (about 130 GPa) of condensed-phase HMX is predicted firstly. We also detect the formation of several key products of condensed-phase HMX decomposition, such as NO2, NO, N2, N2O, H2O, CO, and CO2, and all of them have been observed in previous experimental studies. Moreover, the initial decomposition products include H2 due to the C-H bond breaking as a primary reaction pathway at extreme condition, which presents a new insight into the initial decomposition mechanism of HMX under shock loading at the atomistic level.