Cryoablation is a hypothermic modality exercised as a focal therapy for annihilating cancer lesions. Its application leaves the ablated tumor in situ, allowing multifarious tumor antigens to be available to the host's immune system. This ensues the activation of innate and adaptive immunity against the tumor antigens. Therefore, cryoablation can be employed as an in vivo vaccination tool to fortify the impact of immunotherapies. Application of checkpoint inhibitors, toll-like receptor agonists, adoptive cell therapies and epigenetic modulators has been shown to galvanize the immune system against tumors. Preliminary data demonstrate an excellent synergy between cryoablation and immunotherapies. Future endeavors should focus on tailoring cryo-immunotherapies based on the tumor's immune signature and testing alternative approaches to circumvent treatment-associated toxicities and maximize efficacy.