Coated RDX were prepared by water suspension coating method, spray coating method and demulsification method, using acrylonitrile-styrene (AS) copolymer, fluoro rubber (F2311), polyurethane elastomer (Estane5701) and waterborne polyurethane (WPU) as coating raw materials, respectively. The high performance liquid chromatography (HPLC) determination of coated particles, quantitative determination of the dissolution quantity of RDX and calculation of the adhesive coated degree of RDX were carried out. The characterization efficacy of HPLC, scanning electron microscope (SEM) and energy dispersive spectroscopy (EDS) was compared. Results show that using AS as raw material, the coated particles obtained by spray coating method have dense coating and perfect physical contact with the surface of RDX. The situation of incomplete coating is not detected by EDS. The degree of coverage obtained by HPLC is 96.24%.