Cancer cells try to avoid the overproduction of reactive oxygen species by metabolic rearrangements. These cells also develop specific strategies to increase ROS resistance and to express the enzymatic activities necessary for ROS detoxification. Oxidative stress produces DNA damage and also induces responses, which could help the cell to restore the initial equilibrium. But if this is not possible, oxidative stress finally activates signals that will lead to cell death. High mobility group B (HMGB) proteins have been previously related to the onset and progressions of cancers of different origins. The protein HMGB1 behaves as a redox sensor and its structural changes, which are conditioned by the oxidative environment, are associated with different functions of the protein. This review describes recent advances in the role of human HMGB proteins and other proteins interacting with them, in cancerous processes related to oxidative stress, with special reference to ovarian and prostate cancer. Their participation in the molecular mechanisms of resistance to cisplatin, a drug commonly used in chemotherapy, is also revised.