Heat shock causes many physiological changes in every living cell. The detection of higher temperature and activation of signal-transduction pathways lead to the activation of transcription factors, belonging to Hsf family. In consequence, an increased expression of stress proteins takes place. The main role of heat-shock proteins is widely understood protection of proteins, e.g., prevention of misfolded or unfolded proteins against aggregation and re-folding of denatured chains. In the case of highly damaged proteins, they are directed to proteolitical degradation. The article highlights the special role of heat-shock proteins in the immune response of mammals and insects. Apart from offering a general characteristic of the heat-shock response of a cell, the article describes the positive effects of the exposition of living organisms to a mild heat shock. It also notes how the experience of heat shock may affect the response of mammals and insects to infection and in the adaptation of yeast to hyperosmotic conditions. The interplay of signaling pathways activated in different stressful conditions has also been taken into consideration.