In this study, the energetic 2,4,6,8,10,12‐hexanitrohexaazaisowurtzitane/2,4‐dinitro‐2,4‐diazapentane (CL‐20/DNDAP) cocrystals were successfully fabricated via an efficient self‐assembly strategy. The formation processes of CL‐20/DNDAP cocrystal in solvents of H2O, H2O/methyl acetate, and 2‐propanol have been investigated by using the powder X‐ray diffraction (PXRD) qualitative/quantitative analysis and scanning electron microscopy (SEM). Both theoretical and experimental studies confirmed that the most satisfying results can be achieved by using 2‐propanol at 30 °C with crystallization time of 2 h, with a high yield up to 98.2 %. The addition of sodium dodecyl benzene sulfonate (SDBS) is effective in controlling its morphology with a narrow size distribution. Furthermore, the cocrystal exhibits better thermal stability and improved mechanical sensitivity compared with the one prepared by spray drying method. This work provides a simple and convenient approach for the preparation of energetic cocrystals, and the CL‐20/DNDAP cocrystal with high energy and low sensitivity is desirable for various applications.