Treatment of solid tumors by ablation techniques has gained momentum in the recent years due to their technical simplicity and reduced morbidity as juxtaposed to surgery. Cryoablation is one of such techniques, known for its uniqueness to destroy the tumors by freezing to lethal temperatures. Freezing the tumor locally and allowing it to remain in situ unleashes an array of tumor antigens to be exposed to the immune system, paving the way for the generation of anti-tumor immune responses. However, the immune responses triggered in most cases are insufficient to eradicate the tumors with systemic spread. Therefore, combination of cryoablation and immunotherapy is a new treatment strategy currently being evaluated for its efficacy, notably in patients with metastatic disease. This article examines the mechanistic fabric of cryoablation for the generation of an effective immune response against the tumors, and various possibilities of its combination with different immunotherapies that are capable of inducing exceptional therapeutic responses. The combinatorial treatment avenues discussed in this article if explored in sufficient profundity, could reach the pinnacle of future cancer medicine.