In this study, an effective surface modification method was developed to reduce the mechanical sensitivity of RDX (Cycotrimethylenetrinitramine). Firstly, stearic acid or calcium stearate was coated on the surface of RDX particles by the chemical precipitation method. Afterward scanning electron microscope (SEM) and energy dispersive X-ray spectrum analyzer (EDS) were used to observe and verify the coating results. Differential scanning calorimetry (DSC) and thermal gravimetric analysis (TGA) were also used to measure and compare the thermochemical properties of RDX particles before and after coating. Finally, drop hammer impact test and friction sensitivity test were executed to measure mechanical sensitivity for analyzing the effect of surface modification of RDX particles on the sensitivity. The experimental results showed that the mechanical sensitivity of coated RDX particles, especially coated by calcium stearate, was lower than that of raw RDX particles. The research results could be used to develop the manufacturing process of insensitive explosive for military arsenal.