The research activities on warm dense matter driven by intense heavy ion beams at the new project High Intensity heavy-ion Accelerator Facility (HIAF) are presented. The ion beam parameters and the simulated accessible state of matter at HIAF are introduced, respectively. The progresses of the developed diagnostics for warm dense matter research including high energy electron radiography, multiple-channel pyrometer, in-situ energy loss and charge state of ion detector are briefly introduced.