Cryoanalgesia, also known as cryoneurolysis or cryoneuroablation, is one of the most effective interventional methods for pain management, which allows providing high-quality long-term analgesia by low-temperature destruction of the nerve membranes of sensory or mixed nerves. Our review is devoted to the history of the use of cold for medical purposes, a description of the physical basis of the method and equipment used for cryoanalgesia, various clinical aspects and technical features of the procedure, as well as indications and contraindications, with a clinical description of various conditions that can be treated using interventional methods of pain management.