The HLA-based simulation application system is an efficient approach to increase the efficiency of the combat simulation. The structure and characteristics of the missile-combat simulation system are analyzed first. Then, based on FEDEP of DMSO and experience of the authors, the general process of developing the HLA-based simulation application system is studied, which can be described in four steps: system analysis, federation design, FOM/SOM development and federate realization. In the end, an example, the design of the missile-combat simulation system between the ground-to-ground missile and the aegis system, is given.