Magnesium hydride sensitized emulsion explosives can effectively reduce “pressure desensitization” problems that traditional emulsion explosives encounter in utilization. Shockwave desensitization experiments and underwater explosion experiments show that, compared with traditional glass microspheres (GM) sensitized emulsion explosives, magnesium hydride sensitized emulsion explosives are better at resisting pressure desensitization. The microstructures of GM and magnesium hydride sensitized emulsion explosives before and after compression are studied with scanning electron microscopy, and the pressure desensitization resisting mechanism of magnesium hydride sensitized emulsion explosives is discussed. This work shows that reduction of “hotspots” is the key factor of pressure desensitization of emulsion explosives through comparative research.