Phase transition of HMX single crystals is the very first process prior to chemical reaction and ignition of polymer-bonded explosives (PBX). A mesoscale β ↔ δ phase transition model is developed to investigate the role of solid phase transformation on the thermo-mechanical behavior of HMX single crystals. The model captures nonlinear elasticity, dislocation-based crystalline plasticity and temperature-dependent phase transition. Phase transition evolutions of HMX subjected to different heating rates with a certain hydrostatic pressure were investigated based on the finite element software ABAQUS. The simulated results showed that with the thermal heating and cooling boundary conditions, the β ↔ δ phase transition state is reversible, but its path is irreversible. The path-dependence of the β ↔ δ phase transition is reflected by the residual strain and stress that comes into being in the absence of mechanical constraints for 1 mm size HMX single crystals during a temperature cycle. Moreover, the β → δ phase transition is inhibited by higher temperature gradients and hydrostatic pressure. As the β-phase of HMX crystal converts to the δ-phase, the crystal volume expands due to the larger expansion coefficients of δ-HMX so that the stress concentration can be found at the sample center.