2,4,6,8,10,12-hexanitro-2,4,6,8,10,12-hexaazaisowurtzitane (CL-20) is a widely used high-energy explosive for the application of energetic materials. However, the phase transformation from ε-CL-20 to γ-CL-20 restrains its further application in polymer bonded explosives (PBXs) and propellants. To inhibit the phase transition of CL-20, dopamine was first used in an efficient and facile method of in situ polymerization to passivate CL-20 crystals. The core-shell microcapsule particles were obtained, and the morphological characterization demonstrates the formation of a dense core-shell structure. The differential scanning calorimetry (DSC) and in situ X-ray diffraction (XRD) test results show that the compact and dense coating delays the ε-CL-20 crystal transformation temperature by about 30 °C, which enhances thermal stability. In addition, with the coating via polymers, the friction sensitivity of ε-CL-20 crystals decreases significantly. The findings indicate a successful application of dopamine chemistry in high-energy explosives, which provides an attractive method to modify the properties of CL-20 crystals.