Rock excavation and ore extraction in cold regions (e.g., alpine and high-altitude regions) are often conducted using the drill and blasting method. Ice may be presented in boreholes drilled in cold regions due to the potential freezing of water (e.g., water in rock fractures and pores) flowing into boreholes from the surrounding ground. The performance of rock blasting is inevitably affected by the presence of ice and no study has examined the effect of ice in boreholes on rock blasting performance. The present study investigates rock damage induced by the ice-filling borehole blasting. The damage modes and mechanisms of rock mass under the ice-filling borehole blasting are analyzed. The differences of rock damage induced by the sole ice-filling borehole blasting and the ice-water and ice-air mixed filling borehole blasting are identified. The effects of ice volumes in boreholes on blast-induced rock damage are examined. It is found that blast-induced rock damage is greatly reduced as water in boreholes turns into ice. In addition, the blasting with the ice volume greater than 6.7 % filled at the bottom of borehole can induce less rock damage compared to full-coupled charge blasting. To improve the performance of rock blasting with ice-filling boreholes, the effects of two methods, i.e., changing ignition locations and using different types of explosives on rock damage induced by the ice-filling borehole blasting are investigated. An empirical formula of rock damage volume incorporating ice volume, explosive properties, and rock properties is finally proposed as the reference for the design of ice-filling borehole blasting in cold regions.