Application of a microthermocouple technique is justified; results on physics of combustion of condensed explosives, in particular, RDX and HMX, obtained by this technique are briefly described. The possibilities of mass-spectrometer (including gas sampling) and optical techniques of studying the chemistry of gas-phase processes in the combustion wave are analyzed with RDX and HMX used as examples. The measured results are briefly discussed. Constrains of the techniques are indicated. A method of refining the chemistry of combustion-wave processes is proposed.