This paper reviews the achievements in the field of synthesis of new thermally resistant explosive compounds in the years 2009 through 2019. The performance characteristics of these compounds (sensitivity, thermal decomposition parameters, and detonation parameters) were compared with those of 1,3,5-triamino-2,4,6-trinitrobenzene, which still seems to be an unrivalled model of a thermally resistant and generally low-sensitivity explosive material. New thermally stable explosives (TSEs) were found among macromolecular compounds with tri- and dinitrophenyl groups, nitro and amine-nitro derivatives of azoles, and polynitro derivatives of calixarenes. Some of them match TATB in terms of thermal resistance and additionally have higher detonation parameters.