Security inspection often deals with a piece of baggage or suitcase where objects are heavily overlapped with each other, resulting in an unsatisfactory performance for prohibited items detection in X-ray images. In the literature, there have been rare studies and datasets touching this important topic. In this work, we contribute the first high-quality object detection dataset for security inspection, named Occluded Prohibited Items X-ray (OPIXray) image benchmark. OPIXray focused on the widely-occurred prohibited item "cutter", annotated manually by professional inspectors from the international airport. The test set is further divided into three occlusion levels to better understand the performance of detectors. Furthermore, to deal with the occlusion in X-ray images detection, we propose the De-occlusion Attention Module (DOAM), a plug-and-play module that can be easily inserted into and thus promote most popular detectors. Despite the heavy occlusion in X-ray imaging, shape appearance of objects can be preserved well, and meanwhile different materials visually appear with different colors and textures. Motivated by these observations, our DOAM simultaneously leverages the different appearance information of the prohibited item to generate the attention map, which helps refine feature maps for the general detectors. We comprehensively evaluate our module on the OPIXray dataset, and demonstrate that our module can consistently improve the performance of the state-of-the-art detection methods such as SSD, FCOS, etc, and significantly outperforms several widely-used attention mechanisms. In particular, the advantages of DOAM are more significant in the scenarios with higher levels of occlusion, which demonstrates its potential application in real-world inspections. The OPIXray benchmark and our model are released at https://github.com/OPIXray-author/OPIXray.