Heparan sulphate (HS) glycosaminoglycans (GAGs) are an integral part of the signalling complex of fibroblast derived growth factor (FGF) family members, HS being regarded as a coreceptor. FGFs are also retained in the tissues by binding to HS structures. Early studies on the contribution of the bone marrow stroma to haemopoiesis suggested that cytokines with a role in haemopoiesis were similarly retained in the stroma through interactions with HS. However, the functional outcomes of these cytokines binding HS were poorly understood. Here the GAG-binding properties of cytokines of the four alpha-helical bundle family and the biological consequences of such binding are reviewed. From this analysis it is apparent that although many of these cytokines do bind GAGs, GAG binding is not a consistent feature, nor is the site of GAG binding conserved among these cytokines. The biological outcome of GAG binding depends, in part, on the location of the GAG-binding site on the cytokine. In some cases GAG binding appears to block signalling, whereas in others signalling is likely to be facilitated by binding. It is postulated that the interactions of these cytokines with their receptor complexes evolved independently of GAG binding, with GAG binding being an additional feature for a subset of this cytokine family. Nevertheless, because GAG binding localizes cytokines to sites within tissues, these interactions are likely to be critically important for the biology of these cytokines.