This paper presents a method to build and verify bytecode virtual machine. The formal definition and the operational semantics of a bytecode virtual machine (BVM) are given. CertVM (certified virtual machine) is implemented with X86 assembly code. It is proved in this paper that the CertVM is satisfied with the formal definition of the bytecode machine with simulation relation. The virtual machine implementation program is certified in the Coq proof assistant. The proof is machine checkable. This method guarantees that a certified bytecode program will run on the certified virtual machine without stuck unless hardware faults. This work does not only provide a solid theoretical foundation for reasoning about virtual machine, but also makes an important advance toward building the trustworthy software.