Heat-shock proteins (HSPs) have been known as multifunctional proteins. They facilitate the folding and unfolding of proteins, participate in vesicular transport processes, prevent protein aggregation in the densely packed cytosol and are involved in signaling processes. HSPs have been involved in different fields, including autoimmunity, immunity to infections and tumor immunology. Although there are many different kinds of HSPs, only some HSPs, including HSP70 and Gp96, have immunological properties. HSP molecules have been applied into DNA- or protein (peptide)-based vaccines as antigens, chaperones or adjuvants. HSP-based vaccines have been shown to immunize against cancer and infectious diseases in both prophylactic and therapeutic protocols. The immunogenicity of HSPs results from two different properties: a peptide-dependent capacity to chaperone and elicit adaptive cytotoxic T-lymphocyte responses against antigenic peptides and a peptide-independent immunomodulatory capacity. Furthermore, HSPs could be immunoregulatory agents with potent and widely applicable therapeutic uses. Accordingly, certain HSPs, such as HSP70 and Gp96, are highly effective carrier molecules for cross-presentation. Their ability in eliciting immune responses against different pathogens (parasite and virus) and their role in cancer immunity will be discussed in this review.