We demonstrate a cryo-compatible, fully fiber-integrated, alignment-free optical microresonator. The compatibility with low temperatures expands its possible applications to the wide field of solid-state quantum optics, where a cryogenic environment is often a requirement. At a temperature of 4.6 K we obtain a quality factor of (9.9 ± 0.7) × 106. In conjunction with the small mode volume provided by the nanofiber, this cavity can be either used in the coherent dynamics or the fast cavity regime, where it can provide a Purcell factor of up to 15. Our resonator is therefore suitable for significantly enhancing the coupling between light and a large variety of different quantum emitters and due to its proven performance over a wide temperature range, also lends itself for the implementation of quantum hybrid systems.