Cryosurgery has been used increasingly to treat different benign, premalignant, and malignant skin lesions as well as variety of internal malignancies. Proposed primary advantages of cryosurgery in comparison to other destructive/ablative modalities include minimal morbidity, easy application, and low cost. The fact that tumor remains “in situ” upon cryosurgery procedure has tremendous importance for an induction of anti-tumoral response triggered by natural absorption of malignant tissue, which releases hidden tumoral epitopes after intracellular cryoinjury. Many reports have shown distal disease regression after cryoablation of primary tumor as well as appearance of anti-tumor antibodies, specific cytotoxic T cells, or efficient antigen-presenting cells priming upon cryodestruction. Until very recently, the literature has been controversial on the issue. Lately, cryoimmunological responses could be adequately measured due to a development of good, immunological assays. Cryoimmunology encompasses factors affecting success of cryoablation like time and amount of freeze, type of the tumor treated, ratio of induced apoptosis vs. necrosis or necroptosis, type of inflammatory infiltrate (macrophages, dendritic cells, neutrophils), relationship of T regulatory cells vs. T cytotoxic cells, and change in the tumor microenvironment. However, the generation of anti-tumor immune response is complex and several factors may contribute to not only a positive response but also tilt it to the opposite direction, including immune suppression. Further directions would possibly include clarification and definition of ideal parameters for optimal destruction of tumor, as well as induction of strong protective immunity with the obliteration of distant disease.