Nanoparticles of cyclotrimethylenetrinitramine (RDX) were prepared by a simple re-precipitation method using acetone as solvent and water as the antisolvent. The effect of changing experimental parameters such as ratio of solvent to antisolvent, temperature of antisolvent during injection and concentration of solution on particle size and morphology of RDX was systematically studied. The size of the particles was characterized using dynamic light scattering (DLS) and field emission scanning electron microscopy (FESEM). The mean particle size of the RDX nanoparticles according to FESEM analysis ranged from 40 nm to 230 nm under different conditions of preparation. The UV/Vis absorption maximum of nano-RDX was found to be blue shifted when compared to the absorption maximum for bulk-RDX. Powder X-ray diffraction (XRD) results showed that RDX nanoparticles precipitated in stable alpha-crystalline form. Fourier transform infrared (FTIR) spectroscopy was used to characterize the chemical nature of the nano-RDX. Thermal characterization of the RDX-nanoparticles was done using simultaneous thermogravimetric analysis coupled with differential scanning calorimetry (TGA-DSC).