The magnetite particles (Fe₃O₄) were successfully prepared by an oxidation-precipitation method. XRD technique was used to characterize the size of the sample. It indicates that the average size of particles in diameter is about 50 nm with a narrow size distribution. To explore the new application of magnetite nanoparticles, thermal compatibility between magnetite nanoparticles and explosives in common use including potassium perchlorate (PP), 2,2′, 4,4′,6,6′-hexanitrostilbene(HNS), hexadydro-1,3,5-trinitro-1,3,5-triazine (HMX) and 3,5-dinitro-2, 6-dipicrylaminopyridine (PYX) was determined by DSC technique. The results show that Fe₃O₄ powders with 50 nm in diameter have fair compatibility with PP or PYX,but poor compatibility with HNS and bad compatibility with HMX.