The uneven density distribution during compression molding of polymer bonded explosive (PBX ) seriously affects the mechanical properties of high-energy material components and the precise output ability of shock waves. Investigating the multi-scale densification evolution laws and density non-uniformity mechanism of PBX composite powders is crucial for understanding the density non-uniformity phenomenon of energetic material components and evaluating the differences in macroscopic mechanical response. To this end, we developed a new dual-scale 3D discrete element method (DEM) model for PBX compression molding, which can increase the computational quantity of macroscopic powders by about an order of magnitude while considering the true morphology of mesoscopic explosive crystals. First, the densification behavior at different scales were analyzed using the developed 3D DEM models, including the rearrangement of macroscopic powder during the low strain stage, the deformation of macroscopic powders and mesoscopic bonding failure inside the powders during the high strain stage. Furtherly, the types and percentages of microcracks at the crystal-binder interface and inside the binder at the mesoscale during the macro powder deformation in the compression densification process were quantified. The characteristics of pore distribution and evolution laws of porosity and density uniformity during compression densification were revealed by simulations and X-ray μCT scanning. Finally, the mechanism of density non-uniformity was elucidated from multiple perspectives including displacement, force chain, contact fabric, and stress distribution. Subsequently, different degrees of energy dissipation behavior and the same gradient attenuation pattern were captured at different scales. This indicates that axial stress attenuation and density inhomogeneity are co-dominant results of the gradient attenuation of different scales of energy during layer-by-layer transfer along the loading direction. The potential induced mechanism of uneven density and stress attenuation were explained for the first time from the perspective of energy dissipation by this finding.