Heparan sulfate proteoglycans (HSPGs) are glycoconjugates that are implicated in various biological processes including development, inflammation and repair, which is based on their capacity to bind and present several proteins via their carbohydrate side chains (glycosaminoglycans; GAGs). Well-known HSPGs include the family of syndecans and glypicans, which are expressed on the plasma membrane and perlecan, agrin and collagen type XVIII, which are present in basement membranes. In this review, we provide an overview of the current knowledge on the role and regulation of HSPGs in leukocyte extravasation. In the non-inflamed endothelial glycocalyx HSPGs are anti-adhesive, and there are several indications that active regulation of HSPG core protein expression and/or GAG modification occurs upon inflammation. We address the current evidence for the role of HSPGs in leukocyte extravasation through interaction with the leukocyte adhesion molecule L-selectin, chemokines and other binding partners. Finally, a number of possibilities to use HSPGs as therapeutics or targets in anti-inflammatory strategies are discussed.