We examine the consequences of pyroclastic deposits being emplaced onto ice layers on Mars, both those in the polar caps and those forming glaciers on the flanks of some of the large shield volcanoes. We show that layers of pyroclasts greater than a few meters in thickness, whether emplaced cold (as fall deposits) or hot (as pyroclastic density current deposits) act almost exclusively to protect ice layers beneath them from sublimation, irrespective of whether they are emplaced at high or low elevations or high or low latitudes. Layers less than about 2 m thick, on the other hand, can cause significant ice loss by raising the surface temperature due to their low albedo and then transmitting that increased temperature to the underlying ice, especially on a diurnal time scale. This can have a significant bearing on the emplacement history of polar water ice and on the survival time of glacial ice on shield volcano flanks. A key factor in the latter case is the timing of the episodic volcanic activity relative to the cycles of climate change driven by Mars' obliquity and eccentricity variations.