Heat shock proteins (Hsp) are well known to be expressed in response to a range of cellular stresses. They are known to convey protection against protein denaturation and a subsequent immediate stress. Inducible heat shock protein 70 (Hsp70) is among the most studied of these stress proteins and its role and function are discussed here in terms of thermal and in particular exercise preconditioning. Preconditioning has been shown to confer cellular protection via expression Hsp, which may be of benefit in preventing protein damage following subsequent periods of exercise. Many studies have used animal models to gather data on Hsp70 and these and the most recent human studies are discussed.