In clinics, the minimally invasive freezing therapy, commonly known as cryosurgery, has been increasingly used for the controlled destruction of tumor tissue. However, there are still many bottlenecks to impede the success of a cryosurgery. One of the most critical factors has been that insufficient or inappropriate freezing will not completely destroy the target tumor tissues, which as a result may lead to tumor regenesis and thus failure of treatment. In addition, the surrounding healthy tissues may suffer from serious freeze injury due to unavoidable release of a large amount of cold from the freezing probe. To resolve these challenges, we recently proposed a new strategy, termed as nano-cryosurgery, to improve freezing efficiency of the conventional cryosurgical procedure. The basic principle of this protocol is to deliver functional suspension of nanoparticles with favorable physical and/or chemical properties into the target tissues, which then serve as adjuvant or drug carrier either to maximize the freezing heat transfer process, regulate freezing scale, modify ice-ball formation orientation or prevent the surrounding healthy tissues from being frozen. In addition, introduction of nanoparticles during cryosurgery could also help better image the edge of a tumor as well as the margin of the iceball. The new therapy raised many critical fundamental as well as practical issues for solving. This review is dedicated to present a comprehensive review on multiscale fundamental phase change heat transfer issues thus involved. Attentions would span from micro-scale heat transfer in cellular scale to tissue level. Some related thermal physical effects of nanoparticles on the freezing process such as ice nucleation enhancement, water transport during freezing of a single cell will be discussed. Cryosurgical thermal management of using nanoparticles to modify thermal properties of the tissue-particle components, regulate the growth orientation and strength of an ice ball, enable a conformal tumor destruction in tissues with or without large blood vessels, etc. will be illustrated. Meanwhile, the fundamental issue for the transport of nanoparticle and its assisted drug delivery will be summarized. Theoretical modeling as well as experimental approaches for studying the micro/nano-scale heat transfer throughout the tissue or cell domain during nano-cryosurgery will be suggested. Some potential applications and possible challenges when nanotechnology meets cryosurgery will be outlined. The nano-cryosurgery is expected to help expand the boundary of the emerging frontier of nano-biomedical engineering.