In view of the high friction sensitivity of DAP-4, DAP-4/MW composites were prepared by in-situ coating with microcrystalline wax (MW) in a non-aqueous solvent. The morphology and structure of DAP-4 before and after coating were characterized, the thermal decomposition behavior of DAP-4/MW composites was analyzed, and the sensitivity properties were tested. The results show that MW can be well coated on the surface of DAP-4; The initial thermal decomposition temperature of DAP-4 was advanced by the in-situ coating of MW. When the content of MW increased from 1% to 5%, the decomposition temperature of DAP-4 decreased at different heating rates, and the nergy of activation (Ea) decreased first and then increased. A small amount of MW could reduce the Ea of DAP-4; When the content of MW was 5%, the friction sensitivity (20%) and impact sensitivity (0) of DAP-4/MW5% were significantly lower than the friction sensitivity (100%) and impact sensitivity (15%) of DAP-4. The in-situ coating of microcrystalline wax could effectively improve the safety of DAP-4.