Ultra-fine grained steel (UFGS) with an average grain size of less than 1μm has been developed and is expected to demonstrate superior properties. However, its welded heat-affected zone, HAZ, substantially affecting the strength of a welded joint, will be easily softened after welding. Therefore, minimization of UFGS’s HAZ size during laser welding was carried out using the cooling conductor liquid nitrogen. It was found that a shielding gas with adequate flow rate for the liquid nitrogen depth was used to displace nitrogen on the area of laser beam irradiation to stabilize the weld bead. Also, because YAG laser system was mainly used because it has a lower laser induced plasma or plume temperature, which results in a decreased occurrence of pit and blowhole. HAZ size minimization strongly depends on the initial plate temperature. Reduced initial plate temperature shrinks the specific heated temperature range in which softening occurs. However, due possibly to decreasing thermal conductivity under room temperature, which prevents heat removal, the benefit of reducing the initial plate temperature is limited. The optimal initial temperature to minimize the HAZ size, in the present work, was found to be 123K.