The use of cryosurgery to ablate tumors is expanding, primarily due to its technical ease and minimal morbidity. A potential secondary advantage to the in situ freezing of malignant disease is the cryo-immunologic response, the generation of an anti-tumor immune response triggered by the natural absorption of the malignant tissue. While initially proposed based on clinical observations of distant disease regressing after cryoablation of a primary tumor, results from preclinical studies have been mixed and the existence of a cryo-immunologic response has been controversial. Recent studies have shed light on the potential mechanism by which cryoablation may modulate the immune system, also reveals that both immunostimulatory and immunosuppressive responses may be triggered. This article reviews the existing evidence regarding tumor cryo-immunology and puts forward hypotheses regarding patient, tumor and technical factors that may influence the resultant immune response and warrant further investigation.