We present the development and first astronomical applications of VPH grisms which are now operated at cryogenic temperature in MOIRCS, a Cassegrain near-infrared instrument of the Subaru Telescope. We designed and fabricated the VPH grisms with a resolving power ~3000 for the use in near-infrared bands. The VPH grating, encapsulated in BK7 glass, is glued between two ZnSe prisms with vertex angle of 20 deg. After repeating several thermal cycles down to ~100 K carefully enough not to cause irreparable damage on the grism during cooling, we evaluated the performance at cryogenic temperature in the laboratory and found no deterioration and no large difference in the performance from that measured in room temperature. Based on commissioning observations with MOIRCS, we have confirmed the high efficiency (~0.8) and the resolving power of the original design. Common use of the grisms is due to start in the second semester of 2008.