Are you supposed to still ice a sprained ankle after a month of injury?

Maybe: Icing is effective in controlling pain and swelling from inflammation. It is usually used for the first 2-3 days after trauma. If you have pain a month later, something besides acute inflammation is the cause. See a podiatrist or orthopedist for an evaluation. You may have a fracture, cartilage or ligament injury requiring more extensive treatment.

Sprain : Ice after a month may make it feel better but other than that wont help much. Compression will help and if haven't seen doctor yet would advise you to.