Nanophase materials and nanocomposites, characterized by an ultra fine grain size (less than 100 nm) have attracted wide spread interest in recent years by virtue of their unusual mechanical, electrical, optical, magnetic, and energetic properties. Studies have shown that the thermal behavior of nano-scaled materials is quite different from micron-sized powders. Nanosized metallic and explosive powders have been used as solid propellant and explosive mixtures to increase efficiency. At the same time recent studies reveal that the presence of nanosized metals in propellants does not necessary translate into an increased burning rate and burning temperature. The reasons of this effect are far from being clear. This paper presents a new approach to the production of nanocomposites of some energetic materials – ammonium nitrite, cyclotrimethylene trinitramine (RDX), and aluminum – by the vacuum co-deposition technique. The thermal behavior of the synthesized nanopowder and nanocomposites is investigated. A substantial difference in burning rate of RDX nanopowder has been found in comparison to micron-sized material. Experimental results allow investigating the effects of nanosized materials on the combustion characteristics.