Liquid nitrogen (LN2) is considered as one of the potential fracturing fluids for unconventional oil/gas and geothermal reservoirs. In order to study the feasibility of the LN2 jet in fracturing operation, an integration test system is put forward in this paper. The system contains five units: the power system, the pure LN2 jet system, the abrasive LN2 jet system, the heat transfer system, and the control and data acquisition system. A series of experiments about rock breaking and heat transfer with the LN2 jet can be conducted by using this test system. The experiments in this paper demonstrate the reliability of the system for LN2 jet experiments. The results can provide theoretical supports for LN2 jet fracturing technology.