Cancer immunotherapy that deploys the host's immune system to recognize and attack tumors, is a promising strategy for cancer treatment. However, its efficacy is greatly restricted by the immunosuppressive (i.e., immunologically cold) tumor microenvironment (TME). Here, we report an in-situ cryo-immune engineering (ICIE) strategy for turning the TME from immunologically "cold" into "hot". In particular, after the ICIE treatment, the ratio of the CD8 cytotoxic T cells to the immunosuppressive regulatory T cells is increased by more than 100 times in not only the primary tumors with cryosurgery but also distant tumors without freezing. This is achieved by combining cryosurgery that causes "frostbite" of tumor with cold-responsive nanoparticles that not only target tumor but also rapidly release both anticancer drug and PD-L1 silencing siRNA specifically into the cytosol upon cryosurgery. This ICIE treatment leads to potent immunogenic cell death, which promotes maturation of dendritic cells and activation of CD8 cytotoxic T cells as well as memory T cells to kill not only primary but also distant/metastatic breast tumors in female mice (i.e., the abscopal effect). Collectively, ICIE may enable an efficient and durable way to leverage the immune system for combating cancer and its metastasis.