Using nitrocotton (NC) as a binder, RDX/NC ultrafine composite energetic microspheres were prepared by spray drying, and was characterized by Scanning Electron Microscope (SEM), X-ray diffraction (XRD) and Differential Scanning Calorimetry (DSC). The impact sensitivity of several different samples, including raw RDX, RDX/NC and refined RDX obtained by spray drying, refined RDX obtained by solvent-nonsolvent and RDX/NC obtained by water suspension, were also measured. Results show that compared with raw RDX, the morphology of RDX/ NC composite energetic microspheres changes from block to spherical. The particle size changes from 50-200 μm to 0.5-7 μm. The crystal type is unchanged but the X-ray diffraction peaks weaken obviously. The activation energy decreases from 200.11 kJ·mol^-1 to 186.87 kJ·mol^-1, The critical temperature of thermal explosion increases from 504.98 K to 507.70 K. The sensitivity of RDX/NC and refine RDX prepared by spray drying decrease compared with that of raw RDX.