Improving the safety of explosive materials through the synthesis of insensitive explosives has been studied extensively. However, little work has focused on creating switchable explosives. A switchable explosive is normally insensitive to detonation, and therefore safe to handle and transport, but can be sensitized when needed to create a functional explosive. Similarly, it may be desired to desensitize an explosive to prevent its function. This study examined the ability to create a switchable 1,3,5‐trinitro‐1,3,5‐triazinane (RDX)‐based rubberized explosive using thermally‐expandable microspheres (TEMs). The addition of TEMs to the explosive formulation allowed for microstructural changes and potential hot spot locations to form as the microspheres expanded. Small voids (less than about 10 μm) are more likely to be critical hot spots when shocked, and likewise larger voids are less likely to ignite successfully (sub‐critical) when shocked. Consequently, both sensitization and desensitization are possible. The rubberized explosive considered here with unexpanded microspheres was unable to sustain a detonation for the size used, but after specific heating followed by cooling to produce small voids, a detonation was achieved. The TEMs addition to the RDX‐based rubberized explosive resulted in an explosive that is detonation insensitive when unheated but becomes a functional explosive after it is sensitized through heating. This paves the way to create insensitive explosive formulations with on‐demand switchable detonation function through the incorporation of thermally‐expandable microspheres. Desensitization was also demonstrated with specific heating of TEMs in an initially detonable explosive charge. Finally, we also demonstrated that deflagration can be affected by heating TEMs.