Recent research activities relevant to high energy density physics (HEDP) driven by the heavy ion beam at the Institute of Modern Physics, Chinese Academy of Sciences are presented. Radiography of static objects with the fast extracted high energy carbon ion beam from the Cooling Storage Ring is discussed. Investigation of the low energy heavy ion beam and plasma interaction is reported. With HEDP research as one of the main goals, the project HIAF (High Intensity heavy-ion Accelerator Facility), proposed by the Institute of Modern Physics as the 12th five-year-plan of China, is introduced.