In order to accurately measure the change in Lagrange particle velocity with time in the shock initiation process of HMX-based PBX, Al-based electromagnetic particle velocity gauge technique was used to measure the change in Lagrange particle velocity with time history in HMX-based PBX samples under the incident shock wave pressure of 3.07, 4.14, 7.81 GPa and 8.12 GPa. Results show that the time response of Al-based electromagnetic particle velocity gauge is very fast and the rising-up time of impact response for induction unit is less than 20 ns. The time response for the change in Lagrange particle velocity with time at 1-8 mm depth position of HMX-based PBX obtained under different incident shock wave pressures obtained is fast and the interference is small.