Heat shock proteins (Hsps) are involved in one of the adaptive mechanisms protecting cells against environmental and metabolic stress. Moreover, the large role of these proteins in the carcinogenesis process, as well as in chemoresistance, was noticed. This review aims to draw attention to the possibilities of using Hsps in developing new cancer therapy methods, as well as to indicate directions for future research on this topic. In order to discuss this matter, a thorough review of the latest scientific literature was carried out, taking into account the importance of selected proteins from the Hsp family, including Hsp27, Hsp40, Hsp60, Hsp70, Hsp90 and Hsp110. One of the more characteristic features of all Hsps is that they play a multifaceted role in cancer progression, which makes them an obvious target for modern anticancer therapy. Some researchers emphasize the importance of directly inhibiting the action of these proteins. In turn, others point to their possible use in the design of cancer vaccines, which would work by inducing an immune response in various types of cancer. Due to these possibilities, it is believed that the use of Hsps may contribute to the progress of oncoimmunology, and thus help in the development of modern anticancer therapies, which would be characterized by higher effectiveness and lower toxicity to the patients.