A nanometric HMX-based polymer-bonded explosive (PBX) is prepared by using the solution-water slurry technique. The resultant PBX is composed of 94% of HMX, 5% of fluororubber Viton, and 1% of wax. The properties of the nanometric HMX-based PBX, such as sensitivity and compressive performance, are comprehensively researched. The results show significant improvement for the nanometric HMX-based PBX as compared to the micron-sized HMX-based PBX. The friction sensitivity, impact sensitivity, and shock sensitivity of the nanometric HMX-based PBX are obviously lower by 30, 48, and 24%, respectively. Moreover, the compressive strength and strain of the nanometric HMX-based PBX are significantly higher by 273 and 33%, respectively. Thus, both the safety and mechanical resistibility of the PBX will significantly benefit from using nanometric HMX.