As a momentous energetic group, a nitro group widely exists in high-energy-density materials (HEDMs), such as trinitrotoluene (TNT), 1,3,5-triamino-2,4,6-trinitrobenzene (TATB), cyclo-1,3,5-trimethylene-2,4,6-trinitramine (RDX), etc. The nitro group has a significant effect on improving the oxygen balance and detonation performances of energetic materials (EMs). Moreover, the nitro group is a strong electron-withdrawing group, and it can increase the acidity of the acidic hydrogen-containing nitrogen-rich energetic compounds to facilitate the construction of energetic ionic salts. Thus, it is possible to design nitro-nitrogen-rich energetic compounds with adjustable properties. In this paper, the nitration methods of azoles, including imidazole, pyrazole, triazole, tetrazole, and oxadiazole, as well as azines, including pyrazine, pyridazine, triazine, and tetrazine, have been concluded. Furthermore, the prospect of the future development of nitrogen-rich heterocyclic energetic compounds has been stated, so as to provide references for researchers who are engaged in the synthesis of EMs.