Cryogenic supercritical fluids represent an intriguing category of fluids that combine mechanical and thermophysical properties of both ultralow temperature conditions and phenomena taking place well above the critical point. Recent research has demonstrated that it is a common misconception to consider the supercritical state as one homogeneous state. Instead, these fluids consist of two to four liquid and gas like phases, each with their own unique characteristics. In our work, we investigate numerically single-specie cryogenic fluid jets—initially at subcritical temperatures—which are injected into a supercritical environment (both the pressure and temperature exceed the thermodynamic critical state). For the investigation, a new solver, namely, “CoolFoam,” has been developed, which is designed for compressible non-isothermal two-fluid simulations where diffusive transport of heat and/or mass is accounted for. Real fluid thermodynamics are modeled using a polynomial fitting approach developed in our previous work. We introduce also a new phase characterization framework based on the association of phases with specific temperature ranges (rather than using a single line like the Widom line), which allowed us to better identify the similarity effects between the various conditions. We analyze the inter-dependence of the underlying phenomena: density gradient and diffusive mass transport [molecular and thermo(Soret)-diffusion] and turbulence. We also compared supercritical N2 with subcritical liquid and gas jets to highlight potential differences with respect to how these jets behave. We find that the jet dynamics are largely dictated by the thermodynamic transition of the injected fluid and the associated variation in thermophysical properties.