In the field of high energy density physics (HEDP),the structures,characteristics and evolutions of the matter with the energy density of 1011 J/m3 are researched. HEDP plays an important role in inertial confinement fusion,material physics,astrophysics,accelerator physics and national defense. Some developments on HEDP by using femtosecond relativistic laser have been shown,including electron acceleration,ion acceleration (proton and heavy ions) and others interesting results.