A number of high energy satellites and detectors, such as the Hard X-ray Modulation Telescope (HXMT) and the Dark Matter Detector in China, as well as Astro-H in Japan, will be launched around 2014. As a result, astronomers and students in Asia are expected to have high interest in the science and methods of high energy astrophysics. Currently operating high-energy satellites, such as Chandra, XMM-Newton, Suzaku, and Fermi, have revealed fantastic discoveries in almost all the high energy fields. Their publicly available datasets contain rich untapped data and offer a great opportunity for younger scientist to learn and investigate high energy astrophysics. Close and extensive contact with experts in the field is the best way to develop the skills of these young researchers. The international workshop, “COSPAR Capacity Building Workshop on High Energy Astrophysics: An Advanced School for Asian Astronomers” will bring together leading national and international experts with younger researchers, encouraging communications and collaborations as well as promoting new ideas that help the participants in their projects and research. Tutorials, instructions and lectures will be given during the two-week workshop. The working language will be English. In addition, a short project will be expected from each student in the workshop, developed with his or her designated supervisor. This will be done in a poster session or oral presentation that will be held in the last day or two days, depending on the method selected. We are particularly interested in the post-workshop fellowship program, and plan to put aside funds that can be combined with the existing COSPAR fellowship program to offer the best three students a one month overseas visit either with one of the workshop instructors or another researcher.