Purpose: We report a 10-year experience in cancer therapy with concomitant treatment of percutaneous thermal ablation (PTA) and immune checkpoint blockers (ICBs). Material and methods: This retrospective cohort study included all patients at a single tertiary cancer center who had received ICBs at most 90 days before, or 30 days after, PTA. Feasibility and safety were assessed as the primary outcomes. The procedure-related complications and immune-related adverse events (irAEs) were categorized according to the Common Terminology Criteria for Adverse Events v5.0 (CTCAE). Efficacy was evaluated based on overall survival (OS), progression-free survival (PFS), and local progression-free survival (LPFS) according to the indication, ablation modality, neoplasm histology, and ICB type. Results: Between 2010 and 2021, 78 patients (57% male; median age: 61 years) were included. The PTA modality was predominantly cryoablation (CA) (61%), followed by radiofrequency ablation (RFA) (31%). PTA indications were the treatment of oligo-persistence (29%), oligo-progression (14%), and palliation of symptomatic lesions or prevention of skeletal-related events (SREs) (56%). Most patients received anti-PD1 ICB monotherapy with pembrolizumab (n = 35) or nivolumab (n = 24). The feasibility was excellent, with all combined treatment performed and completed as planned. Ten patients (13%) experienced procedure-related complications (90% grade 1–2), and 34 patients (44%) experienced an irAE (86% grade 1–2). The only factor statistically associated with better OS and PFS was the ablation indication, favoring oligo-persistence (p = 0.02). Tumor response was suggestive of an abscopal effect in four patients (5%). Conclusions: The concomitant treatment of PTA and ICBs within 2–4 weeks is feasible and safe for both palliative and local control indications. Overall, PTA outcomes were found to be similar to standards for patients not on ICB therapy. While a consistently reproducible abscopal effect remains elusive, the safety profile of concomitant therapy provides the framework for continued assessment as ICB therapies evolve.