A new transformation pathway from HeN4 to cg-N is proposed. The structure search method reveals orthorhombic phase P212121-HeN4. An orthogonal phase o-N is formed after the element He moves away from the channel of the N-structure. o-N is found to maintain its structural configuration when the pressure is decreased to 40 GPa. Interestingly, further decreasing the pressure to 35 GPa results in the transformation of o-N to cg-N. Detailed structural evolution behaviors of P212121-HeN4 and o-N with the decreased pressure are ascertained to understand the mechanism of the structural transformation. The P212121-HeN4 phase and the o-N phase exhibit high energy density and prominent detonation properties (detonation pressure and detonation velocity), which make them potential candidates for applications in high energy density materials.