Compressive behaviors of three energetic materials (CSP,PBX,Comp.B) are investigated experimentally by special designed split Hopkinson pressure bars (SHPB) and quasi-static behaviors by universal testing machine at different strain-rates (ranged from 10^-4 s^-1to 10² s^-1) respectively. Nonlinear stress-strain curves at different strain rates are obtained and the results show that the mechanical behaviors of the three energetic materials bear obviously rate-dependent and the corresponding failure stress becomes higher with the strain rates rises but, the failure model of the three materials has its own character, i.e.,for Comp.B and PBX it shows brittle splitting and soften for CSP.