Cryogenic machining is one of the emerging manufacturing techniques in the field of metal cutting industries due to the new stringent environmental regulations in terms of utilization and disposal of chemically contaminated conventional coolants. The method of supply of cryogenic coolants at the machining zone significantly influences the machined product functional performance. In this context, it is necessary to understand the turning process performance under various methods of cryogenic coolant supply. The present review article highlights the knowledge of new cryogenic cooling approaches in the turning process and its effect on process performance during the machining of various materials. Following the new cryogenic cooling approaches, a review on optimization and modeling of the cryogenic turning process was reported. From the review, it was observed that novel cryogenic cooling methods positively affect the turning performance characteristics like surface roughness, tool wear, chip morphology and surface integrity, respectively. It was observed that the cryogenic machining improves the product functional performance when compared to dry, conventional (flood cooling) and minimum quantity lubrication machining processes, respectively. Finally, future directions were discussed. © 2020 Taylor & Francis Group, LLC.