Microcellular combustible objects for application of combustible case ammunition and caseless ammunition were fabricated by a confined pressure quenching foaming process using supercritical CO2 as foaming agent. The experimental results showed that the force constant (f) of objects obviously increased with an increasing RDX content and that the force constant of formulation with 55% RDX is comparable to that of traditional felted case. Pressure histories, dp/dt-t, and dynamic vivacity curves were investigated and compared by closed vessel tests. The influencing factors such as RDX content, expansion ratio, foaming temperature, sample size, and loading density were analysed. The results revealed that RDX content and expansion ratio significantly affected the burning properties, whereas the foaming temperature did not have obvious influence. Moreover, the burning behavior also changed with sample size and loading density.