Cryo-electron tomography (cryo-ET) has become a cutting-edge technology in life sciences for the investigation of protein complexes directly in their natural state. In cryo-ET, the sample’s thickness must be less than 300 nm and the target molecule must be within the lamella, which is prepared by cryo-Focus Iron Beam (FIB) milling. In order to precisely navigate molecules and to improve the efficiency of sample preparation, cryo-Correlative Light and Electron Microscopy (cryo-CLEM) has been introduced to perform in-situ imaging on the frozen samples. The cryo-CLEM combines the localization advantages of fluorescence imaging with the resolution advantages of electron microscopy. By registering images of light and electrons, frozen samples can be thinned by FIB milling, so the efficiency of cryo-ET sample preparation can be improved. In this paper, we review the latest progress and applications of cryo-CLEM technologies, with a particular focus on super-resolution cryo-CLEM imaging and integrated cryo-CLEM. The advantages and limitations of various methodologies, as well as their application scope, are discussed. A discussion on cryo-CLEM's limitations and potential directions for its future development are also presented.