In order to improve the low yield of CL-20 and solve the difficult recovery of the catalyst, perfluorinated (1-methyl-ethane) sulfonic acid was grafted onto pure MCM-41 mesoporous molecular sieves to prepare the catalyst of perfluorosulfonic acid MCM-41 molecular sieve (SA-MCM-41). The catalyst was applied in the nitration of TAIW to CL-20 using N₂O₅/HNO₃. Results show that the catalyst has the typical crystal structure of MCM-41 with average pore size of 3.13 nm and specific surface area of 887.25 m²·g^-1. The optimal reaction condition is catalyst 0.5 g, reaction temperature 65-75 ℃ and reaction time 5h with the highest yield and purity of 93.9% and 98.4%, respectively. The catalyst possesses good stability and is easy to separate from the product. Additionally, it can be reused for five times without any significant loss of catalytic activity under the describe reaction conditions.