Currently, the research in energetic materials focuses on exploring new design strategies to seek the ideal balance between high performance and molecular stability. In this work, the intramolecular integration strategy with the introduction of 1,2,4-triazine between triazole skeleton and pyrazole skeletons to develop the advanced 5/6/5 fused energetic materials is proposed. The six-membered skeleton 1,2,4-triazine in three-membered fused rings is rarely constructed with the N-NH2 group on the ring and the N− on the γ-position of the adjacent ring via cyanogen bromide. By employing the above strategy, an advanced energetic molecule 9,10-dinitropyrazolo[1,5-d][1,2,4]triazolo[3,4-f][1,2,4]triazine-3,6-diamine (4) and its derivatives (5–7) with the excellent overall performance is prepared. These compounds all have high density (ρ > 1.80 g cm−3), good thermal stability (Tdec > 210 °C except 5), excellent detonation performance (Dv > 8841 m·s−1), and low sensitivity (IS > 30 J; Fs > 300 N). These favorable energetic properties are obviously superior to those of the extensively used high explosive RDX (ρ = 1.805 g cm−3; Dv = 8801 m s−1; Tdec = 204 °C; IS = 7.4 J; FS = 120 N). Among them, the perchlorates 7 has an excellent and comprehensive performance with high density 1.945 g cm−3, high energy (Dv = 9046 m s−1) comparable to HMX (Dv = 9144 m s−1), low sensitivity (IS = 35 J; FS = 310 N) comparable to TNT (IS = 15 J; FS = 353 N) and good decomposition temperature 212 °C, which make it potentially candidates for the novel HEDMs.