Cryotherapeutic systems with features that can facilitate pressure relief in the event of exhaust-passage blockage and associated devices, systems, and methods are disclosed herein. A cryotherapeutic system configured in accordance with a particular embodiment can include an elongated shaft having a distal portion and a pressure-relief portion proximal to the distal portion. The cryotherapeutic system can further include a supply lumen, an exhaust passage, and a balloon configured to receive refrigerant from the supply lumen and to exhaust refrigerant to the exhaust passage. The pressure-relief portion can be configured to release refrigerant from the exhaust passage when a pressure of refrigerant in the exhaust passage exceeds a threshold pressure less than a pressure rating of the balloon. The pressure-relief portion, for example, can include a rupture element configured to rupture at about the threshold pressure.