Metropolised Hamiltonian Monte Carlo method was introduced from molecular dynamics to sample more efficiently from a high dimensional distribution, and has become more and more popular in recent years. Let $(X_i,i\geq 0)$ be the Markov chain induced by the Metropolised Hamiltonian algorithm. For a suitable function f on the state space, we first establish the CLT for ，where, under the drift condition developed by Durmus et al (Ann. Stat., 2020). Based on the method of variance reduction given by Mijatovic et al (Bernoulli, 2018), we then obtain a sequence of control variatesfor, with the corresponding sequence of asymptotic variancesconverging to zero.