A miniature rocket device integrating nanothermite and RDX is presented for shock initiation of high explosive application. This empty set 2.5 mm device consists in several assembled and screwed parts: a pyroMEMS chip with a Al/CuO multilayers on it to ignite within less than 100 ms a few milligrams of nanothermite, which reacts violently and ignites within 150 ms a RDX charge compacted in the closed combustion chamber. The gases generated by the RDX combustion rapidly expand, cut and propel a empty set 2.5 mm by 1 mm thick stainless steel flyer in the barrel. After the presentation of the rocket design, fabrication and assembly, by measuring the pressure-time evolution in the chamber we demonstrate the advantage to ignite the RDX with Al/Bi2O3 nanothermite to optimize the pressure impulse. We show that the stainless steel flyer of 40 mg is properly cut and propelled at velocities calculated from 665 to 1083 ms(-1) as a function of the RDX extent of compaction and ignition charge. As expected, the average flyer velocity increases with the mass of loaded RDX and flyer's shear thickness. We finally prove that the impact of the flyer can initiate directly in detonation a RDX explosive, which is very promising to remove primary explosives in detonator.