The application of cold atmospheric plasma (CAP) in cancer therapy could be one of the new anticancer strategies. In the current work, we used cold atmospheric plasma jet for the treatment of cultured cells and mice. We showed that CAP induced the death of MX−7 mouse rhabdomyosarcoma cells with the hallmarks of immunogenic cell death (ICD): calreticulin and heat shock protein 70 (HSP70) externalization and high-mobility group box 1 protein (HMGB1) release. The intensity of HMGB1 release after the CAP treatment correlated directly with the basal extracellular HMGB1 level. Releasing from dying cells, HMGB1 can act as a proinflammatory cytokine. Our in vivo study demonstrated that cold atmospheric plasma induces a short-term two-times increase in serum HMGB1 level only in tumor-bearing mice with no effect in healthy mice. These findings support our hypothesis that CAP-dependent HMGB1 release from dying cancer cells can change the serum HMGB1 level. At the same time, we showed a weak cytokine response to CAP irradiation in healthy mice that can characterize CAP as an immune-safety physical antitumor approach.