It has been shown that nano-sized particles of secondary explosives are less sensitive to impact and can alter the energetic performance of a propellant or explosive. In this work the Rapid Expansion of a Supercritical Solution into an Aqueous Solution (RESS-AS) process was used to produce nano-sized RDX (cyclo-1,3,5-trimethylene-2,4,6-trinitramine) particles. When a saturated supercritical carbon dioxide/RDX solution was expanded into neat water, RDX particles produced from the RESS-AS process agglomerated quickly and coarsened through Ostwald ripening. However, if the pH level of the suspension was changed to 7, particles were metastably dispersed with a diameter of 30 nm. When the supercritical solution was expanded into air under the same pre-expansion conditions using the similar RESS process, RDX particles were agglomerated and had an average size of approximately 100 nm. Another advantage of using a liquid receiving solution is the possibility for coating energetic particles with a thin layer of polymer. Dispersed particles were formed by coating the RDX particles with the water soluble polymers polyvinylpyrrolidone (PVP) or polyethylenimine (PEI) in the RESS-AS process. Both PVP and PEI were used because they have an affinity to the RDX surface. Small and well-dispersed particles were created for both cases with both PVP and PEI-coated RDX particles shown to be stable for a year afterward. Several benefits are expected from these small polymer coated RDX particles such as decreased sensitivity, controlled reactivity, and enhanced compatibility with other binders for fabrication of bulk-sized propellants and/or explosives.