In this study, a novel spray drying-assisted self-assembly (SDAS) technology was proposed to prepare submicron elemental explosives with good morphology, uniform dispersion, and low sensitivity and spherical submicron RDX, HMX, and CL-20 particles without soft agglomeration were fabricated via such a method. Structural characterizations and thermal stability of the composites were systematically studied by scanning electron microscopy (SEM), X-ray diffraction (XRD), and differential scanning calorimeter (DSC). Moreover, safety performance was analyzed by qualitative testing of impact sensitivity and friction sensitivity. The XRD analysis demonstrated that HMX and CL-20 refined by SDAS maintained the crystal structure of [beta]-HMX and [epsilon]-CL-20 before and after refinement, whereas the HMX crystal structure after spray recrystallization refinement was transformed from [beta]-HMX to [alpha]-HMX. The DSC results indicated that the thermal decomposition peak temperature of the three particles refined by the SDAS technology had a minimum advancement, and the thermal stability of the particles was relatively superior. More importantly, the [H.sub.50] of the RDX, HMX, and CL-20 refined by this novel method was increased to 48.3 cm, 44.6 cm, and 31.1cm, and the probability of friction explosion was decreased to 62%, 62%, and 80%, respectively, thus significantly improving the safety performance as compared with the sample refined by spray recrystallization.