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The crystal structure has a great influence on mechanical sensitivity and detonation performance of energetic materials. An efficient microfluidic platform was applied for size, morphology, and crystallinity controllable preparation of ultrafine HMX. The microfluidic platform has good mixing performance, quick response, and less reagent consumption. The ultrafine γ-HMX was first prepared at room temperature by microfluidic strategy, and the crystal type can be controlled accurately by adjusting the process parameters. With the increase in flow ratio, the particle size decreases gradually, and the crystal type changed from β-HMX to γ-HMX. Thermal behavior of ultrafine HMX shows that γ→δ is easier than β→δ, and the phase stability of HMX is β > γ > δ. Furthermore, the ultrafine β-HMX has higher thermal stability and energy release efficiency than that of raw HMX. The ultrafine HMX prepared by microfluidic not only has uniform morphology and narrow particle size distribution, but also exhibits high density and low sensitivity. This study provides a safe, facile, and efficient way of controlling particle size, morphology, and crystallinity of ultrafine HMX.