The energy conversion components as the core parts of initiating explosive device are an important factors affecting the safety and reliability of micro electro-mechanical systems(MEMS) initiating explosive device, and the effect on the whole weapon system also can not be ignored. Materials research and structure design of the energy conversion components are one of research hotspots in recent years. From the perspective of substrate material and resistance material research, structure design and so one of energy conversion components, the latest research development of energy conversion components of MEMS initiating explosive device over the past few years was reviewed in this paper. Two key technologies for energy conversion components of MEMS initiating explosive device: design/preparation method of the energy conversion components of MEMS initiating explosive device and measurement and characterization for performance parameters of the energy conversion components, were introduced Pointing out that the energy conversion component of MEMS initiating explosive device with miniaturization, integration, multi function and high reliability is a hot point of research in the future. To provide theoretical support for design and research of the energy conversion component of of MEMS initiating explosive device, the study on heat dissipation characteristics and bridge resistance characteristics under micro scale should be strengthened. Considering that the composite energetic thin film bridge energy conversion component is an important development direction of energy conversion component of MEMS initiating explosive device.