In order to improve the general problem of irregular coating morphology and low mechanical strength of the coating layer in existing coating desensitization technology, nano-cyclotrimethylene trinitramine/melamine-urea-formaldehyde (RDX/MUF) composite energetic microspheres were prepared by an improved emulsion polymerization, taking the MUF as the binder and RDX as the main explosive. In order to judge whether RDX/MUF possessed good stability, the combination of differential scanning calorimetry (DSC) and molecular dynamics (MD) simulation was used to determine the level of binding binding energy between urea-formaldehyde resin binder (UF) and RDX. In addition, to investigate the optimal reaction temperature for the preparation of MUF/RDX, the binding energy between UF and RDX at different temperatures was simulated. And then the morphology and thermal properties of the as-prepared composite energetic microspheres were analyzed by scanning electron microscopy (SEM) and DSC, the impact sensitivity and friction sensitivity of the resultant samples were tested as well. Moreover, RDX/MUF with the same MUF content was prepared by physical mixing for comparative analysis. MD simulation demonstrated that UF and RDX possessed good binding ability at 298 K. The DSC method indicatec that UF and RDX had good compatibility, and the comprehensive performance of RDX after coating was not significantly deteriorated; The optimal binding temperature between UF and RDX was 60~70 °C which is consistent with the experimental results. The experimental results showed that the optimum process conditions for the preparation of RDX/MUF could be listed as follows: the temperature for preparing RDX/MUF composite energetic microspheres by the improved emulsion polymerization was 70 °C the optimal pH value of the urea-formaldehyde resin prepolymer solution was 3, and the optimal melamine-urea molar ratio was 0.4.