Nano hexahydro-1,3,5-trinitro-1,3,5-triazine(RDX) was prepared using a bi-directional rotation mill and dried under different conditions(liquid, temperature and drying). It shows that the samples cake seriously and the particles grow up obviously by ordinary drying in different liquids at 70 C, which occurs again after vacuum drying. With the increase of temperature, the degrees of caking and aggregation are enhanced.Well dispersed sample maintaining constant particle size is extracted by supercritical drying, especially freeze drying. Furthermore, the mechanical sensitivities of I-RDX, O-RDX and F-RDX, of which the average sizes are 88.03 mm, 15.32 mm and 0.16 mm, respectively, are evaluated. Compared with I-RDX, the friction, impact and shock sensitivities of O-RDX are slightly lower. However, the friction, impact and shock sensitivities of F-RDX are reduced by 30%, 99.0% and 59.9%, respectively. Nano hexahydro-1,3,5-trinitro-1,3,5-triazine (RDX) was prepared using a bi-directional rotation mill and dried under different conditions (liquid, temperature and drying). It shows that the samples cake seriously and the particles grow up obviously by ordinary drying in different liquids at 70 C, which occurs again after vacuum drying. With the increase of temperature, the degrees of caking and aggregation are enhanced. Well dispersed sample maintaining constant particle size is extracted by supercritical drying , compared with I-RDX, the mechanical sensitivities of I-RDX, O-RDX and F-RDX, of which the average sizes are 88.03 mm, 15.32 mm and 0.16 mm, respectively. However, the friction, impact and shock sensitivities of F-RDX are reduced by 30%, 99.0% and 59.9%, respectively.