Reducing the sensitivity of high-energy simple explosives is the key technology in improving the practical application of high-energy insensitive powder. As the most widely used high-energy explosive, hexahydro-1,3,5-trinitro-1,3,5-triazine (RDX) is limited in application due to its high sensitivity. In this work, polyvinylidene fluoride (PVDF) was used as an energetic binder. Core-shell-structured RDX@PVDF microspheres are produced using electrospray assembly technology and fully characterized by thermogravimetric analysis, X-ray diffraction, scanning electron microscopy, transmission electron microscopy, energy dispersive spectroscopy, and mechanical sensitivity. Their thermal stability and mechanical sensitivity are directly related to the weight fraction of the added PVDF. Moreover, core-shell-structured RDX@PVDF microspheres with RDX and PVDF in the proportion three to one possess a spherical-like morphology, the lowest impact sensitivity, the lowest friction sensitivity, and the highest thermal stability. This work provides a facile method for the positive design energetic materials and the prediction of their environmental adaptability.