In High-Mass X-ray binaries (HMXBs) a compact object - most frequently a neutron star (NS) - accretes matter from a binary companion star with a mass above ∼10M⊙. HMXBs form a sub-class of X-ray Binaries (XRBs), hosting very massive donors (Mdonor ≥ 10M⊙). The neutron star in these sources contains a very powerful magnetic field. Due to the presence of a NS with a powerful magnetic field these source are ideal to study the effects of strong magnetic and gravitational field on matter. The number of HMXBs have increased significantly since the launch of INTEGRAL telescope in 2002. HMXBs sources discovered with INTEGRAL are relatively new and need to studied more with other high energy telescopes to understand their properties well. In this talk, I will discuss our recent work on AstroSat observations of a transient HMXB source IGR J19294+1816 during its 2019 outburst. The source was observed during the declining phase of outburst. We have observed a quasi-periodic oscillation (QPO) and cyclotron resonance scattering feature (CRSF) in this source. I will also discuss the results of another work on XMM observations of persistent HMXB IGR J16320-4751. This source shows large time variability and peculiar spectroscopic features. Finally, I will show some preliminary results from AstroSat observations of three highly obscured HMXBs.