Herein, we report on the sub-picosecond to sub-nanosecond vibrational energy transfer (VET) dynamics of the solid energetic material 1,3,5-trinitroperhydro-1,3,5-triazine (RDX) using broadband, ultrafast infrared transient absorption spectroscopy. Experiments reveal VET occurring on three distinct timescales: sub-picosecond, 5 ps, and 200 ps. The ultrafast appearance of signal at all probed modes in the mid-infrared suggests strong anharmonic coupling of all vibrations in the solid whereas the long-lived evolution demonstrates that VET is incomplete, and thus thermal equilibrium is not attained, even on the hundred picosecond timescale. Mode-selectivity of the longest dynamics suggests coupling of the N–N and axial NO<sub>2</sub> stretching modes with the long-lived, excited phonon bath.