The lung is one of the most common targets of metastases from gastrointestinal (GI) cancers. Surgical treatment (i.e., metastasectomy) is an accepted therapeutic option for pulmonary metastases from GI cancers. However, surgery may be contraindicated in advanced stages of cancer, compromised lung function, and/or comorbidities. This issue has prompted the search for innovative and less invasive ways of treating pulmonary metastases. Image-guided radiofrequency ablation (RFA) has attracted great interest as a minimally invasive approach against intrathoracic malignancies. In this technique, radiofrequency energy is applied via a needle electrode inserted into the target tissue. As the cells are agitated by the applied energy, they release heat, causing denaturation and cell death. Recently, this technique has been used on patients with pulmonary metastatic disease arising from GI cancers such as colorectal cancer, esophageal cancer, and hepatocellular carcinoma, as well as on patients with primary lung cancer. The present review updates the clinical outcomes and advances in RFA therapy of lung metastases from GI cancers.