Ammonium nitrate (AN) is a strong oxidizer that undergoes phase transitions and thermal decomposition at relatively low temperatures. This—as verified by historical facts—constitutes a challenge for the fire department during rescue operations. AN is also a highly reactive material widely used for the production of, i.a., fertilizers and explosives. The latter are popular not only in military applications but also in industrial ones, such as mining. They include ammonites and amatols utilized in coal mining, as well as Ammonium Nitrate Fuel Oil (ANFO) utilized in, i.a., rock mining. As a simple and cheap material, ANFO also tends to be used by terrorists. The spontaneous formation of an AN and polymers mixture—similar to ANFO in terms of composition and explosion force—was observed in fire conditions during previous research. At individual stages (from creation to exploitation), AN often comes into direct contact with various polymers. Polyolefins, in particular polyethylene (PE) and polypropylene (PP), are among the most popular groups of such materials. They are used for the production of, i.a., foil packaging and flexible intermediate bulk containers for the storage and transport of fertilizers. Despite the frequent mutual contact of these materials, there is little information in the literature on the interaction of AN and its polymer-made packaging in fire conditions. For this reason, it was decided to conduct a series of thermal analyses using Differential Scanning Calorimetry (DSC) to study the material behavior under the influence of high temperature. As it turns out in practice, the spontaneous formation of a mixture similar to ANFO—in terms of composition and explosion force—can be observed in fire conditions. Due to the results indicating a potentially explosive course of the reaction, laboratory tests on the macro scale were also carried out. The performed observations show that it may be necessary to create a procedure containing several different test methods in order to predict a mixture’s behavior during a fire and to define the appropriate guidelines for firefighting teams. Such guidelines would enable firefighters to prepare the right equipment during a firefighting operation and to develop a strategy based on the observed course of events.