An energetic initiator was developed by integrating KNO3@CNTs nanoenergetic materials with a Cu thin-film microbridge realized onto a ceramic substrate. The electro-explosion performances, including the voltage and current properties, the electro-explosion time, and the explosive sensitivity, of the initiator under capacitor discharge were investigated. The process of electrical explosion was observed by highspeed photography. The explosive sensitivity was obtained by Bruceton method. The results show that the Cu thin-film microbridge and the KNO3@CNTs initiator conducted different electro-explosion behaviours. Compared with the Cu thin-film microbridge, the explosive input energy was lower and the output energy was higher. It indicated that the superior electric and thermal conductivities of the carbon nanotubes and the chemical reaction of the KNO3@CNTs nanoenergetic materials were beneficial for the miniaturization of electropyrotechnics.