For more than 50 years, heat shock proteins (HSPs) have been studied for their role in protecting cells from elevated temperature and other forms of stress. More recently, several roles have been ascribed to HSPs in the immune system. These include intracellular roles in Ag presentation and expression of innate receptors, as well as extracellular roles in tumor immunosurveillance and autoimmunity. Exogenously administered HSPs can elicit a variety of immune responses that have been used in immunotherapy of cancer, infectious diseases, and autoimmune disease.