Composite energetic materials that contained 85% hexogen(RDX), 3.75% aluminum and 11.25% iron oxide(Fe₂O₃) were obtained by sol-gel template and supercritical CO₂ fluid drying technology, and characterized by scanning electron microscope (SEM). Its particle size distribution is from 50 nm to 150 nm. Its impact and friction sensitivity test results show: comparison with raw RDX, the characteristic height (H₅₀) of the sample is 27.7 cm higher than that of RDX (2.5 kg, 22.5 cm), and percentage of explosion is 88% lower than that of RDX(90°, 3.92 MPa, 96%). The detonation velocity of the composition is 7185 m·s^-1 with 1.55 g·cm^-3 pressed density. It is identified as nano-composite energetic materials with insensitivity and high energy density.