An unusual energetic composite, in which spherical nano-dimensional particles of CL-20 were uniformly coated with HDI-cross-linked nitrocellulose, was synthesized by the sol-gel to cryogel method. Up to 90% solid loading was achieved. The particle size of CL-20 was determined to be in the range of 20-200 nm by transmission electron microscopy, atomic force microscopy, and X-ray powder diffraction. The decomposition characteristics of the composite were investigated by DSC and T-jump/FTIR spectroscopy. The decomposition properties were controlled mostly by nitrocellulose until the percentage of CL-20 was well above 50%. The drop weight impact sensitivity of the cryogels was essentially independent of the composition.