In order to analyze the effect of temperature changes on the shock initiation performance of HMX–based booster explosive, which consists of 95% HMX and 5% FPM2602 by weight, a temperature calibration test of acceptor was designed. The temperature changes in the booster at low and elevated temperatures under the constraint of steel sleeve were obtained. Based on the temperature calibration results, polymethyl methacrylate (PMMA) was selected as gap material to conduct a small scale gap test (SSGT) of HMX–based booster under different temperature conditions. The corresponding critical gap thickness was tested. Based on SSGT results at different temperatures, the shock initiation processes were simulated by adjusting parameters of ignition and growth reactive rate model. The critical gap thickness and critical initiation pressure of HMX–based booster at different temperatures were numerically predicted. By combining SSGT experimental data and simulation results, the attenuation law and fitting prediction formula of the critical initiation pressure of HMX–based booster were proposed. The mechanism of temperature effect on the shock sensitivity of HMX–based booster explosive was analyzed. The research results indicate that the critical gap thickness of HMX–based booster gradually increases with the rise in temperature, and the critical initiation pressure gradually decreases during the shock initiation process under the heating temperature conditions. In addition, the simulation results show that the heated HMX–based booster under steel constraints becomes more sensitive at high temperatures (>120 °C), while the cooled booster is more insensitive, but its critical initial pressure does not change significantly between 88 °C and 120 °C. The experimental and numerical prediction results are important for the shock initiation safety and design of an insensitive booster explosive.