Heat shock proteins (HSPs) are a large family of proteins with different molecular weights and different intracellular localizations. These proteins undertake crucial functions in maintaining cell homeostasis, and therefore they have been conserved during evolution. Hsp70 and Grp94/gp96, due to their peptide chaperone capacity and their ability to actively interact with professional antigen-presenting cells (APCs), are also endowed with crucial immunological functions. The immunological properties of these proteins and their implications for vaccine in human cancer will be discussed. Immunological and clinical data of phase I/II studies in melanoma and colorectal cancer patients will be reviewed.