Gallium nitride (GaN) power devices are employed in an increasing number of applications thanks to their excellent performance. Nevertheless, their potential for cryogenic applications, such as space, aviation, and superconducting systems, has not yet been fully explored. In particular, little is known on the device performance below liquid nitrogen temperature (77 K) and the behavior of popular GaN architectures such as gate injection transistor and Cascode below room temperature has not yet been reported. Most importantly, it is still unclear how the different device loss contributions, i.e., conduction, soft- and hard-switching losses, change at cryogenic temperatures. In this letter, we investigate and compare the performance of four GaN commercial power devices in a wide temperature range between 400 and 4.2 K. All of the tested devices can successfully operate at cryogenic temperatures with an overall performance improvement. However, different GaN HEMT technologies lead to significant variations in device gate control and loss mechanisms, which are discussed based on the device structure. The presented results prove the promising potential of the GaN technology for low-temperature applications and provide precious insights to properly design power systems operating under cryogenic temperatures and maximize their efficiency.