Background: Heat shock proteins (HSPs) are molecular chaperones, which support tumorigenesis by sustaining various hallmarks of cancer. It is now well established that HSPs play critical roles not only inside but also outside the cell. In the extracellular milieu, HSPs exert their actions by regulating various effector cells of the immune system. This chapter will explore the latest findings on the role of HSPs in tumor immunity. Methods: The chapter will review (i) the immunologic aspects of HSP functions in cancer and (ii) roles of extracellular HSPs in tumor immunity. Results: Recently, the involvement of HSPs in the regulation of tumor immunity has been revealed. In particular, the distinct functions of intracellular and extracellular HSPs in the regulation of innate and adaptive immune responses. Conclusions: HSPs are molecular chaperones, which may act on various components of the immune system, including macrophages, dendritic cells, and B, T, and NK cells. Further studying the mechanisms by which HSPs affect immune cells may provide the basis for the discovery of new therapeutic targets for the treatment of cancer.