The main bottleneck preventing powders from being used in a microinitiation system is the paradox between safety and detonation performance, as well as powders’ inherent brittleness and difficulty in shaping. To address this problem, we used the coaxial electrospinning technology to design and fabricate a core–shell film (CA@C–D) with low sensitivity and high energy. Electrostatic sensitivity (E50 = 5.22 mJ) and flame sensitivity (H50 = 51 cm) are both significantly lower than those of the raw copper azide (CA) material and can detonate secondary explosives. Extensive characterization and experiments show that the unusual core–shell structure of coaxial electrostatic spinning fibers is responsible for this significant improvement. This high specific surface area carbon shell wraps around the CA particles, providing double protection, while the superior thermal and electrical conductivity of the carbon material helps improve system safety and maintains the azide output performance. More importantly, it always maintains a good film structure and is simple to process, meeting the actual requirements of MEMS initiators and introducing a new scheme for the preparation of film-based initiators.