To explore the new application of magnetite nanoparticles, thermal compatibility between magnetite nanoparticles and explosives in common use including hexahydro-1, 3, 5-trinitro-1, 3, 5-triazine (RDX), cadmium three-carbohydrazide permanganate (GTG), potassium 4, 6-dinitro-7-hydroxyl-7-hydrobenzofuroxanate (KDNBF) and pentaerythritol tetra nitrate (PETN) was determined by DSC technique. The results show that Fe₃O₄ powders with 45 nm in diameter have fair compatibility with KDNBF, but poor compatibility with RDX and PETN, and bad compatibility with GTG.