Ultra-fine RDX was coated with FPM₂₆₀₂ by Rapid Expansion of Supercritical Solutions method (RESS). The influence of factors, such as different system temperature, the system pressure, solution concentration and the molding on the coated RDX powder were studied. And the impact sensitivity of coated RDX was tested. Results indicate that the FPM₂₆₀₂ in the RDX powder bonded together with poor dispersivity when system temperature was above 45 ℃. The size of RDX powder is increased when the concentration of FPM₂₆₀₂ is above 0.3 g/mL. There are not completely granular surface coated of RDX when the system pressure reduce to 12 MPa below. The optimum technology condition are as follow: the system temperature was 40 ℃, the concentration of FPM₂₆₀₂ is 0.3 g/mL, the system pressure is 14 MPa. The value of characteristics height H₅₀ for coated samples is higher than that of ultra-fine RDX（H₅₀=25.2 cm）9.48 cm.