Electrochemistry and its analytics are essential in a variety of scientific and technological fields where properties related to reduction‐oxidation reactions, so‐called redox properties, are to be explored. While methodological standards for experiments are well established at room temperature, this is still untrue at sub‐zero/cryogenic temperatures, the conditions required for the survey of (ultra−)rapid processes and their intermediates. Problems due to “hand‐waving” temperature regulation/conditioning and common usage of pseudo‐reference electrodes renders cryo‐electrochemistry a great challenge. Herein, we describe a robust setup for performing reliable cryo‐electrochemical experiments down to −80 °C. It combines highly stable but flexible temperature conditioning with gas‐tight sealing of the electrochemical cell setup. Modification of a commercial palladium hydride reference electrode (PdH RE) allows for rapid temperature cycling under cryogenic conditions in aprotic organic solvents. Validation of the setup with the well‐known Ferrocene|Ferrocenium (Fc|Fc+) redox couple gave good compliance with literature data at room temperature in a range of organic solvent‐based electrolytes. Evaluation of temperature‐dependent diffusion kinetic parameters, such as diffusion coefficients (D) and diffusional activation energies (Ea,D) from CVs at multiple potential scan‐rates and temperature levels emphasize the reliability of the presented cryo‐electrochemical setup.