Jello technically does not freeze; it sets. This is because freezing indicates a change of state in matter in which a liquid becomes a solid. Even at freezing temperatures, Jello never turns into a solid.
The mixture that creates Jello is called a hydrocolloid. The hydrocolloid in Jello is a mixture of water and an animal protein called collagen. When Jello is cooled, the protein strands begin to clump together, and this looks similar to what happens when water freezes. However, it is actually a chemical reaction that causes the Jello to become hard, whereas in a change of state caused by freezing, the chemical structure would remain the same.