Thermal ablation is a cornerstone in the management of cancer patients. Typically, ablation procedures are performed for patients with a solitary or oligometastatic disease with the intention of eradicating all sites of the disease. Ablation has traditionally played a less prominent role for patients with a widely metastatic disease. For such patients, attempting to treat numerous sites of disease compounds potential risks without a clear clinical benefit and, as such, a compelling justification for performing an intervention that is unlikely to alter a patient’s clinical trajectory is uncommon. However, the discovery of immune checkpoints and the development of immune checkpoint inhibitors have brought a new perspective to the relevance of local cancer therapies such as ablation for patients with a metastatic disease. It is becoming increasingly apparent that local cancer therapies can have systemic immune effects. Thus, in the new perspective of cancer care centered upon immunologic principles, there is a strong interest in exploring the utility of ablation for patients with a metastatic disease for its immunologic implications. In this review, we summarize the unmet clinical need for adjuvant interventions such as ablation to broaden the impact of systemic immunotherapies. We additionally highlight the extant preclinical and clinical data for the immunogenicity of common thermal ablation modalities.