In this study, an innovative materials processing technique, cryogenic laser shock peening (CLSP), is investigated. Copper is processed by laser shock peening (LSP) at the cryogenic temperature and compared with LSP at room temperature (RT-LSP). The microstructure of copper after processing is characterized by transmission electron microscopy (TEM). Nanotwins were observed in copper after CLSP due to the effect of cryogenic temperature. In addition, more energy is stored in the material as defects (dislocations) by CLSP compared to RT-LSP. Because of these unique microstructure changes, it is found that high material strength with good thermal stability is achieved after CLSP. The mechanical properties after CLSP, RT-LSP, and as-received are compared.