The insensitive high explosive 1,3,5-triamino-2,4,6-trinitrobenzene (TATB) was selected for coating and desensitization of hexanitrohexaazaisowurtzitane (CL-20), another high explosive, after surface modification. About 2wt-% polymer binder was adopted in the preparation process to further maintain the coating strength and fill the voids among energetic particles. The structure, sensitivity, polymorph properties, and thermal behavior of CL-20/TATB by coating and physical mixing were studied. Scanning electron microscopy (SEM) and X-ray photoelectron spectroscopy (XPS) results indicate that submicrometer-sized TATB was compactly coated onto the CL-20 surface with coverage close to 100%. The core-shell structure of CL-20/TATB was confirmed by observation of hollow TATB shell from the CL-20 core dissolved sample. X-ray diffraction (XRD) analysis revealed that the polymorph of CL-20 maintained epsilon form during the whole preparing process. Thermal properties were studied by thermogravimetry (TG) and differential scanning calorimeter (DSC), showing effects of TATB coating on the polymorph thermal stability and exothermic decomposition of CL-20. Both the impact and friction sensitivities were markedly reduced due to the cushioning and lubricating effects of TATB shell. The preparation of explosive composites with core-shell structure provides an efficient route for the desensitization of high explosives, such as CL-20 in this study.