Background Cryoablation (Cryo) is a minimally invasive treatment for tumors. Cryo can activate the body’s immune response, although it is typically weak. The immune response induced by Cryo in hepatocellular carcinoma (HCC) is poorly understood. PD-1 and CTLA-4 monoclonal antibodies are immune checkpoint inhibitors used in immunotherapy for tumors. The combined use of these antibodies with Cryo may enhance the immune effect. Methods A Balb/c mouse model of HCC was established and treated with Cryo, immune checkpoint blockade (ICB), or Cryo + ICB (combination therapy). The growth trend of right untreated tumors and survival time of mice were determined. The expression of apoptosis-related proteins was detected by Western blot (WB) assay. The percentages of immune cells and immunosuppressive cells were analyzed by flow cytometry. The numbers of infiltrating T lymphocytes were checked by immunohistochemistry, and the levels of T-cell-associated cytokines were detected by Quantitative real-time Polymerase Chain Reaction (qRT-PCR) assays and Enzyme-Linked Immunosorbent Assays (ELISA) assays. Results Cryo + ICB inhibited the growth of right untreated tumors, promoted tumor cell apoptosis, and prolonged the survival time of mice. Local T-cell infiltration in right tumor tissues increased after the combination therapy, while the number of immunosuppressive cells was significantly reduced. In addition, the combination therapy may induce the production of multiple Th1-type cytokines but reduce the production of Th2-type cytokines. Conclusions Cryo can activate CD8+ and CD4+ T-cell immune responses. Cryo + ICB can relieve the immunosuppressive tumor microenvironment and shift the Th1/Th2 balance toward Th1 dominance, further enhancing the Cryo-induced T-cell immune response and resulting in a stronger antitumor immune response.