Ab initio molecular dynamics in conjunction with multiscale shock technique was used to study the initial decomposition of HMX, TATB, and PETN crystals under shock wave loading. Results indicate that the decompositions of HMX, TATB, and PETN under shock loading are triggered by the N—O bond, N—O bond and C—O bond breaking, respectively. As the simulation continues, the electronic delocalization in their systems increases and the band gap between conduction and valence bands decreases gradually. Then, metallic states in the systems begin to appear and increase. Under shock loading, the decreasing order of the time for the trigger bond cleavage for TATB, HMX and PETN is in agreement with the increasing sequence of their experimental shock sensitivity. This suggests that there is a relationship between structure or initiation decomposition mechanisms and sensitivity to shock wave.