1,3,5-Trinitro-1,3,5-triazinane (RDX) has attracted considerable attention in energy-related fields. However, the safety performance of RDX needs to be improved in terms of various external stimuli. Herein, such issues of RDX could be well balanced through hydrothermal assembly with the assistance of insensitive 1,3,5-triamino-2,4,6-trinitrobenzene (TATB) in a low content of 10 wt% (named RT co-particles). The TATB spread outside and were embedded inside of the resultant RT co-particles, which were examined via X-ray computed tomography and a three-dimensional laser scanning confocal microscope. As a result, the impact safety performance of RT co-particles could be drastically enhanced to 17.5 J by the TATB lubricant effect, demonstrating over twice the value of that of raw RDX (6 J) and mixtures (7 J). Moreover, an interfacial reconstruction between RDX and TATB was witnessed due to the strong interfacial interaction, as examined by theoretical simulation. Inspired by this, a delayed exothermic decomposition temperature of RT co-particles (244.4 °C) has been achieved when compared with that of RDX (241.4 °C). As demonstrated, an energetic co-particle strategy may provide an effective pathway toward remarkably improved mechanical and thermal safety performance, shedding light on other energetic materials.