Owing to usual logistic hardships related to field-based cryospheric research, remote sensing has played a significant role in understanding the frozen components of the Earth system. Conventional spaceborne or airborne remote sensing platforms have their own merits and limitations. Unmanned aerial vehicles (UAVs) have emerged as a viable and inexpensive option for studying the cryospheric components at unprecedented spatiotemporal resolutions. UAVs are adaptable to various cryospheric research needs in terms of providing flexibility with data acquisition windows, revisits, data/sensor types (multispectral, hyperspectral, microwave, thermal/night imaging, Light Detection and Ranging (LiDAR), and photogrammetric stereos), viewing angles, flying altitudes, and overlap dimensions. Thus, UAVs have the potential to act as a bridging remote sensing platform between spatially discrete in situ observations and spatially continuous but coarser and costlier spaceborne or conventional airborne remote sensing. In recent years, a number of studies using UAVs for cryospheric research have been published. However, a holistic review discussing the methodological advancements, hardware and software improvements, results, and future prospects of such cryospheric studies is completely missing. In the present scenario of rapidly changing global and regional climate, studying cryospheric changes using UAVs is bound to gain further momentum and future studies will benefit from a balanced review on this topic. Our review covers the most recent applications of UAVs within glaciology, snow, permafrost, and polar research to support the continued development of high-resolution investigations of cryosphere. We also analyze the UAV and sensor hardware, and data acquisition and processing software in terms of popularity for cryospheric applications and revisit the existing UAV flying regulations in cold regions of the world. The recent usage of UAVs outlined in 103 case studies provide expertise that future investigators should base decisions on.