The initiation sensitivity of cyclotrimethylenetrinitramine (RDX) was investigated as a function of crystal size. For this study, RDX powders with mean crystal sizes of ca. 200 and 500 nm were prepared by rapid expansion of supercritical solutions (RESS) with carbon dioxide as the solvent. Initiation sensitivity testing to impact, sustained shock, and electrostatic discharge stimuli was performed on uncoated as well as wax-coated specimens. The test data revealed that in a direct comparison to coarser grades the nanocrystalline RDX-based samples were substantially less sensitive to shock and impact stimuli. Furthermore, the 500 nm RDX-based specimens exhibited the lowest sensitivity values, an indication that minima in shock and impact sensitivities with respect to crystal size exist.