For the observed 18 pairs of double neutron star (DNS) systems, we find that DNS mass distribution is very narrow and its mean value (about 1.34 solar mass) is less than the mean of all measured pulsars of about 1.4 solar mass. To interpret the special DNS mass characteristics, we analyze the DNS formation process, via the phases of HMXBs, by investigating the evolution of massive binary stars. Moreover, in DNSs, two classes of NSs are taken into account, formed by supernova (SN) and electron capture (EC), respectively, and generally the NS mass by SN is bigger than that by EC. Quantitatively, with various initial conditions of binary stars, the observed special DNS distribution can be satisfactorily explained.