Atherosclerosis is the leading global cause of mortality, morbidity, and disability. Heat shock proteins (HSPs) are a highly conserved family of proteins with diverse functions expressed by all cells exposed to environmental stress. Studies have reported that several HSPs may be potential risk markers of atherosclerosis and related cardiovascular diseases, or may be directly involved in the atherogenic process itself. HSPs are expressed by cells in atherosclerotic plaque and anti-HSP has been reported to be increased in patients with vascular disease. Autoimmune responses may be generated against antigens present within the atherosclerotic plaque, including HSP and may lead to a cycle of ongoing vascular injury. It has been suggested that by inducing a state of tolerance to these antigens, the atherogenic process may be limited and thus provide a potential therapeutic approach. It has been suggested that anti-HSPs are independent predictors of risk of vascular disease. In this review, we summarize the current understanding of HSP in cardiovascular disease and highlight their potential role as diagnostic agents and therapeutic targets.