Many different external and intrinsic apoptotic stimuli induce the accumulation in the cells of a set of proteins known as stress or heat shock proteins (HSPs). HSPs are conserved proteins present in both prokaryotes and eukaryotes. These proteins play an essential role as molecular chaperones by assisting the correct folding of nascent and stress-accumulated misfolded proteins, and by preventing their aggregation. HSPs have a protective function, that is they allow the cells to survive to otherwise lethal conditions. Various mechanisms have been proposed to account for the cytoprotective functions of HSPs. Several of these proteins have demonstrated to directly interact with components of the cell signalling pathways, for example those of the tightly regulated caspase-dependent programmed cell death machinery, upstream, downstream and at the mitochondrial level. HSPs can also affect caspase-independent apoptosis-like process by interacting with apoptogenic factors such as apoptosis-inducing factor (AIF) or by acting at the lysosome level. This review will describe the different key apoptotic proteins interacting with HSPs and the consequences of these interactions in cell survival, proliferation and apoptotic processes. Our purpose will be illustrated by emerging strategies in targeting these protective proteins to treat haematological malignancies.