The progresses in treatment of waste water contaminated by explosives were reviewed. From the points of efficiency and its workmanship economy,different advanced oxidation processes for waste water treatment in literature were analyzed and compared. Results showed that advanced oxidation processes could be used for waste water treatment. Methods hydrogen peroxide and ozone oxidation and Fenton oxidation were better,because they could degrade the pollutants in a shorter period，but disadvantages of which were formation of new by-products and low efficiency.