Percutaneous image-guided ablation is an increasingly common treatment for a multitude of solid organ malignancies. While historically these techniques have been restricted to the management of small, unresectable tumors, there is an expanding appreciation for the systemic effects these locoregional interventions can cause. In this review, we summarize the mechanisms of action for the most common thermal ablation modalities and highlight the key advances in knowledge regarding the interactions between thermal ablation and the immune system.