In the present study, a novel strategy for constructing new cage energetic compounds with both high energy and low sensitivity was proposed. That is to use a 3D nitrogen-rich cage compounds as the core parent molecule to set the basis for obtaining high energy, and followed by the introduction of a moderate number of nitro groups into the cage which be linked with the carbon atoms to further improve the energy without increasing the sensitivity obviously, and controlling the reaction difficulty caused by the too many nitro groups as low as possible. The amino groups were introduced into the structure also to adjust the balance of energy and sensitivity. Finally, more importantly, the formation of nitrogen-rich cage, and the introduction of nitro/amino groups were achieved synchronously by a typical and attractive one-step reaction (The Diels-Alder reaction) which possesses the 100% atomic efficiency. Based on this strategy, six series of amino-substituted nitrogen-rich azoles were used as the dienes, to react with different dienophiles like the tetranitroethylene (TNE) to form the final cage products. From the theoretical investigation results, five optimal compounds (PA0, PB0, PC0, PE0, PE1) with low reaction energy barrier (11.2 to 31.6 kcal/mol), and may set the high energy of CL-20 and low sensitivity of TNT together, have been screened out as new advanced energetic compounds successfully. This study may provide a new feasible strategy and a unique perspective for developing new advanced energetic compounds.