Extracellular stresses induce heat shock response and render cells resistant to lethal stresses. Heat shock response involves induction of heat shock proteins (Hsps). Recently the roles of Hsps in neurodegenerative diseases and cancer are attracting increasing attention and have accelerated the study of heat shock response mechanism. This review focuses on the stress sensing steps, molecules involved in Hsps production, diseases related to Hsp malfunctions, and the potential of proteomics as a tool for understanding the complex signaling pathways relevant to these events.