The thermal behavior of 3,3-dinitroazetidinium salicylate (DNAZ SA) was studied under a non-isothermal condition by DSC and TG/DTG methods. The intense exothermic decomposition processes of DSC curves were analyzed to obtain its kinetic parameters. The self-accelerating decomposition temperature (T-SADT), thermal ignition temperature (T-TIT), and critical temperatures of thermal explosion (T-b) were obtained to evaluate its thermal stability and safety. The DFT was used to calculate its band structure; the energy gap was obtained to evaluate its impact insensitivity. Its detonation velocity (D) and detonation pressure (P) were estimated using the nitrogen equivalent equation according to the experimental density. The above results of DNAZ SA were compared with those of 3,3-dinitroazetidinium 3,5-dinitrosalicylate (DNAZ DNS), and the effect of nitro group on them were discussed, which results indicate that the nitro group increases the safety and energy simultaneously.