Energetic materials are a special class of energy materials composed of C, H, O, and N. Their safety always deteriorates with increasing energy. Regulating the properties of energetic materials to meet application requirements is one of the focuses of research in this field. Energetic metal-organic frameworks (EMOFs) are good candidates as primary explosives to replace lead azide (LA) and other explosives containing toxic metal elements. However, safety remains the biggest concern in applications. In this paper, crystal morphology modulation of EMOF was carried out by stepwise coordination of metal ions and energetic ligands on surfaces of graphene oxide (GO) and amino-functionalized graphene oxide (AGO). Two energetic composite materials, Cu-AFTO@GO and Cu-AFTO@AGO, were successfully synthesized and also the EMOF (Cu-AFTO). The structures and morphologies of these materials were fully characterized. The thermal decomposition behaviors, mechanical sensitivity, and electrostatic discharge sensitivity were investigated in detail. The electric ignition ability of EMOF and two composite materials was tested. This study shows that it is possible to reduce the diameter of EMOF crystals from hundreds of microns to tens of nanometers by a stepwise coordination method. The high electrical conductivity and sensitivity-reducing effect of GO and/or AGO allow the nanosized EMOF crystals to have a lower ignition threshold and lower sensitivity.