Abstract: The critical gap thickness is an important parameter to characterize the shock wave sensitivity of energetic materials. Now, the up-and-down and Neyer methods are most popular. However, they need larger amount of samples and many invalid tests may exist when the step length becomes larger. In this paper, a new optimization method to estimate the critical thickness was proposed. Based on the idea of optimal stochastic approximation, it needs not to estimate the parameters by using maximum likelihood, improves the limitation for overlap intervals and avoids the invalid tests effectively. Its performance was compared with those of up-and-down and Neyer methods. The results show that the new method needs only small amount of samples and can estimate the critical gap thickness accurately and reliably.