We present X-ray observations of the upper atmospheric density disturbance caused by the explosive eruption of the Hunga Tonga-Hunga Ha’apai (HTHH) volcano on 15 January 2022. From 14 January to 16 January, the Chinese X-ray astronomy satellite, Insight-HXMT, was observing the supernova remnant Cassiopeia~A. The X-ray data obtained during Earth’s atmospheric occultations allowed us to measure neutral densities in the altitude range of $\sim$90–150\,km. The density profiles above 110\,km altitude obtained before the major eruption are in reasonable agreement with expectations by both GAIA and NRLMSIS~2.0 models. In contrast, after the HTHH eruption we found a severe density depletion at 500–1,000\,km away from the epicenter, and a relatively weak depletion extending up to $\sim7,000$\,km for over 8\,hr after the eruption. In addition, density profiles showed wavy structures with a typical length scale of either $\sim$20\,km (vertical) or $\sim$1,000\,km (horizontal). This may reflect gravity waves triggered by the volcanic eruption.