Cryogenic machining is a cleaner processing technology which uses cryogenic coolants such as liquid nitrogen for cooling in material cutting process. It is widely used in the processing of difficult-to-machine metal materials in aerospace and other fields to solve problems such as insufficient cooling efficiency and poor machining quality during conventional cooling processing for these materials. In order to clarify the effect law of cryogenic machining on the surface integrity of difficult-to-machine metal materials, this paper particularly reviews the research progress in the analysis of surface roughness, micromorphology, microstructure, microhardness and residual stress of such materials under different cooling conditions. The results show that cryogenic coolant can take away a large amount of cutting heat and reduce tool wear, thus reducing the machined surface roughness, inhibiting surface defects, promoting grain refinement, improving microhardness and increasing residual compressive stress. Finally, researches on the surface integrity of cryogenic machining are summarized, and works which have not been carried out in relevant aspects are prospected.