Pentaerythritol tetranitrate (PETN), cyclotrimethylene trinitramine or octahydro-1,3,5,7-tetranitro-1,3,5,7-tetrazocine (RDX), hexanitrostilbene or 2,2′,4,4′,6,6′-hexanitrostilbene (HNS) and cyclotetramethylene tetramine, hexahydro-1,3,5-trinitro-1,3,5-triazine (HMX) are very important high explosives. All are used in a wide variety of military and industrial formulations owing to their suitable properties. Many researchers have demonstrated the usefulness of the above four energetic materials in explosive components. In this work, the thermal decomposition characteristics of PETN, RDX, HNS and HMX were studied using thermal analytical techniques (TG and DSC). Their compatibility with silicone rubber and the kinetic parameters such as decomposition activation energies and the frequency factor of the reaction are also evaluated by non-isothermal differential scanning calorimetry (DSC) techniques.