We reviewed the methods usually applied to the phase transition of energetic materials. Meanwhile, we introduced the commonly used experimental techniques of thermal analysis, ultrahigh pressure and impact loading, as well as many first-principle methods and molecular dynamics theoretical simulation methods, with their application scopes. Furthermore, the multiphase structures of nitramines, nitrides, nitrates, azoles and furazanes, as well as cage-like energetic materials under high temperature and pressure were summarized. The molecular configurations and crystal structures of these energetic materials (including partially mixed explosives) in different phases are introduced. Moreover, the phase transition characteristics and corresponding phase distributions of some materials under static and shock loading conditions are summarized too. The phase transition mechanisms revealed by high-precision theoretical simulations of some common energetic materials were reviewed. It should be noted that some results of phase transition points of energetic materials with several complicated phase transition mechanisms are inconsistent with one another. For example, the crystal and molecular structures of some phases of PETN differ one another in different reports. Finally, we found that the profound theoretical mechanism of large amounts of phase transitions is not sufficiently revealed, and the microscopic mechanism of the phase transition of mixed explosives remains lack.