Smart detection systems for explosive sensors are designed both to detect explosives in the air at trace level and identify the threat for a specific response. Following this need we have succeeded in using microthermal analysis to sensitively identify and discriminate between RDX and PETN explosive vapors at trace level. Once the explosive vapor is trapped in a porous material, heating the material at a fast rate of 3000 K/s up to 350 °C will result in a thermal pattern specifically corresponding to the explosive and its interaction with the porous material. The explosive signatures obtained make it possible to simultaneously identify the presence and the nature of the explosive vapor in just a few milliseconds. Therefore, this also allows the development of multitarget devices using porous material for capturing the vapor combined with microthermal analysis for fast detection and identification. So far it is the first time that chip calorimetry has been used to characterize and identify explosives in vapor state.