As molecular chaperones, heat-shock proteins (HSPs) function to limit protein aggregation, facilitate protein refolding and chaperone other proteins. Under conditions of cellular stress, intracellular HSP levels increase in order to provide cellular protection and maintain homeostasis. Evidence exists that the HSP family may be secreted into the circulation via lipid raft-mediated, granule-mediated or exosome-mediated exocytosis in haematopoietic and tumour cells. Extracellular HSPs exert immunomodulatory activities and play an important role in innate immune activation against pathogen infection. Membrane-bound Hsp70 in tumour cells or released chaperone-tumour associated antigen complex represent a target structure for the cytolytic attack by natural killer cells or T lymphocytes. Cellular stresses induce stress granule formation to evade detrimental cellular effects, mediating preconditioning phenotype. Therefore, induction of cellular stress tolerance by preconditioning (e.g., heat shock) might be potential therapeutic targets.