Hexanitrohexaazaisowurtzitane (CL-20) with a negative oxygen balance, is currently the most powerful commercially available explosive. In this work, the CL-20/H₂O₂ host-guest energetic material (CL-20/H₂O₂) was constructed by using urea hydrogen peroxide (UHP) as raw material through the solvent volatilization at low temperature and negative pressure. The structure of the complex was confirmed through X-ray diffraction (XRD) and Raman spectra. Results indicates that CL-20/H₂O₂ crystallizes in orthorhombic system space group Pbca with a long-range ordered stacked structure. The ratio of CL-20 molecule and H₂O₂ molecule is 2∶1 stoichiometry according to the thermogravimetry and simultaneous differential scanning calorimetry (TG-DSC) analyses. Furthermore, the polymorph transitions of CL-20/H₂O₂ with increasing temperature were investigated by in situ high temperature XRD. Results show that CL-20/H₂O₂ gradually converts to γ-CL-20 with elevated temperature and the rate of transition is faster than that of ε-CL-20. The CL-20 acetonitrile solvate (CL-20/CH₃CN) is a key intermediate via a solid state phase transition to form the CL-20/H₂O₂ host-guest energetic material by tracing the growing process of CL-20/H₂O₂.