This study pioneeringly dealt with the weighting analysis on activation energy (Ea) values from four series of TNT based high explosives (HEs) by using grey entropy model, initially constructing an innovative approach combining with the “Grey System Theory” entropy model and DSC/TGA experimentally-derived thermal analysis parameters for their process safety assessment and thermal stability influence evaluation. Herein, thermal analysis for these energetic samples of the HEs above which have each 10 mass% interval increased from 0 to 100 mass% contents of RDX, FOX-7 CL-20 and TKX-50 mixing with TNT to form four series of TNT based melt-cast explosives was experimentally conducted by DSC (differential scanning calorimetry) and TGA (thermogravimetry) under each 1, 2, 5 and 10 ℃ min −1 heating rate. Their various Ea values, which were then calculated both by Kissinger and Ozawa methods in accordance with the above experimentally-derived thermal analysis data, were subsequently selected as an important indicator for the further weighting analysis and thermal stability evaluations via the grey entropy model toolbox feasibly in this study. The whole thermal stability influence under the various Ea weighting analyses, i.e., the individual “weighting value” along with the different RDX/FOX-7/CL-20/TKX-50 components added inside the TNT based melt-cast explosives were significantly explored and compared with quantitative consequences: TNT/FOX-7 (0.3002) > TNT/RDX (0.2347) > TNT/TKX-50 (0.2342) > TNT/CL-20 (0.2310) by Kissinger method; as well as the same order of TNT/FOX-7 (0.2980) > TNT/RDX (0.2352) > TNT/TKX-50 (0.2348) > TNT/CL-20 (0.2319) by Ozawa method, respectively. This shows that the “TNT/FOX-7” composition all exhibited the most thermal stability among the other compositions, demonstrating that the higher the “weighting value” of Ea properties for an explosive composition, the more thermal stable would be. Through our pioneering connection of the thermodynamic analysis and grey entropy weighting analysis on the Ea values in this study for process safety thermal stability assessment, the outcome could lead to a more comprehensive and broader understanding when such these energetic explosive substances were used. Particularly, this study could positively provide a useful decision-making suggestion associated with the relevant selections and applications of TNT based HEs or their formulations, contributing to the further developing of the burgeoning energetic materials both with thermal stability and energy performance not only in practical petrochemical industrials but also for the national defense military purpose worldwide.