High-energy-density photosensitive pyrotechnics with good thermal stability have been in increasing demand in recent years. In this paper, graphene oxide (GO)-intercalated energetic coordination polymers (ECPs) are prepared with improved thermostability but great photosensitivity by using high nitrogen compounds azotetrazole (AT) and 5,5'-bistetrazole-1,1'-diolate dehydrate (BTO) as ligands. The decomposition activation energy (Ea) of Cu-AT has been increased from 135.7 to 151.9 kJ·mol-1 after intercalating 5 wt% GO, and in the meantime, the exothermic peak temperature (Tp) was increased by 12.6 °C. However, the decomposition Ea of Cu-BTO decreased under the effect of the same amount of GO with little effect on Tp. This confirms that GO has stabilization effects on the Cu-AT crystal, whereas the catalytic effects on Cu-BTO would dominate after dehydration with its crystal lattice collapse. Also, when the content of GO was 3%, the resultant GO0.03-Cu-AT exhibits a higher density (2.88 g·cm-3) and good thermostability (Tp = 293.7 °C). This ECP shows excellent low-energy laser ignition performance, which can be ignited with an energy of less than 1 mJ at a wavelength of 976 nm. Low-energy laser initiation is considered to be a safer but more reliable method than the traditional electrical-based ones.