The melting of ice is a physical change. A physical change involves states of matter and energy. The melting of ice is a phase change, which is a type of physical change.
Other examples of physical change include sublimating dry ice, boiling water, crushing an aluminum can or breaking a glass bottle. While matter takes a different form during a physical change, no new substance is created.
On the other hand, in a chemical change, a new product is created following a chemical reaction. Examples of chemical changes include cooking an egg, using a chemical battery or burning a candle.