The mixture of ammonium nitrate (AN) prills and fuel oil (FO), usually referred to as ANFO, is extensively used in the mining industry as a bulk explosive. One of the major performance predictors of ANFO mixtures is the fuel oil retention, which is itself governed by the complex pore structure of the AN prills. In this study, we present how X-ray computed tomography (XCT), and the associated advanced data processing workflow, can be used to fully characterise the structure and morphology of AN prills. We show that structural parameters such as volume fraction of the different phases and morphological parameters such as specific surface area and shape factor can be reliably extracted from the XCT data, and that there is a good agreement with the measured oil retention values. Importantly, oil retention measurements (qualifying the efficiency of ANFO as explosives) correlate well with the specific surface area determined by XCT. XCT can therefore be employed non-destructively; it can accurately evaluate and characterise porosity in ammonium nitrate prills, and even predict their efficiency.