A novel multi-nitrogen energetic cocrystal, 2,4,6,8,10,12-hexanitrohexaazaisowurtzitane (CL-20), with 1-methyl-3,4,5-trinitropyrazole (MTNP) as a donor, in a 1:1 molar ratio was prepared and characterized by X-ray diffraction. Instead of traditional aromatic donors such as 2,4,6-trinitrotoluene (TNT) and 2,4,6-trinitrobenzene (TNB), multi-nitrogen azole compound was introduced in this study. CL-20:MTNP has a high crystal density of 1.932 g cm-3 at 293(2) K and superior detonation performance (νD = 9347 m s-1, P = 40.5 GPa) due to its high heat of formation, nitrogen content, and oxygen balance. Moreover, measured impact and friction sensitivities (IS = 6 J, FS = 180 N) show that it is more insensitive than CL-20, close to those of RDX and HMX. To analyze the intermolecular interaction of CL-20:MTNP, a series of theoretical analyses was employed including Hirshfeld surface analysis, non-covalent interaction plots, interaction energy calculations, and electrostatic surface potential distributions. The physicochemical performance implies that CL-20:MTNP can serve as a promising energetic material, and the methyl-substituted low-point explosives, acting as donor-acceptor, can be a new strategy for constructing a series of novel multi-nitrogen energetic cocrystals towards future high-performance energetic materials.