Security inspection is X-ray scanning for personal belongings in suitcases, which is significantly important for the public security but highly time-consuming for human inspectors. Fortunately, deep learning has greatly promoted the development of computer vision, offering a possible way of automatic security inspection. However, items within a luggage are randomly overlapped resulting in noisy X-ray images with heavy occlusions. Thus, traditional CNN-based models trained through common image recognition datasets fail to achieve satisfactory performance in this scenario. To address these problems, we contribute the first high-quality prohibited X-ray object detection dataset named OPIXray, which contains 8885 X-ray images from 5 categories of the widely-occurred prohibited item ``cutters''. The images are gathered from an airport and these prohibited items are annotated manually by professional inspectors, which can be used as a benchmark for model training and further facilitate future research. To better improve occluded X-ray object detection, we further propose an over-sampling de-occlusion attention network (DOAM-O), which consists of a novel de-occlusion attention module and a new over-sampling training strategy. Specifically, our de-occlusion module, namely DOAM, simultaneously leverages the different appearance information of the prohibited items; the over-sampling training strategy forces the model to put more emphasis on these hard samples consisting these items of high occlusion levels, which is more suitable for this scenario. We comprehensively evaluated DOAM-O on the OPIXray dataset, which proves that our model can stably improve the performance of the famous detection models such as SSD, YOLOv3, and FCOS, and outperform many extensively-used attention mechanisms.