Heat shock proteins (HSPs) are families of molecular chaperones that play important homeostatic functions in the central nervous system (CNS) by preventing protein misfolding, promoting degradation of improperly folded proteins, and protecting against apoptosis and inflammatory damage especially during hyperthermia, hypoxia, or oxidative stress. Under stress conditions, HSPs are upregulated to protect cells from damage that accumulates during ageing as well as pathological conditions. An important, yet frequently overlooked function of some HSPs is their ability to function as extracellular messengers (also termed chaperokines) that modulate immune responses within the CNS. Given the strong association between protein aggregation, innate immune cell activation and neurodegeneration, the expression and roles of HSPs in the CNS is attracting attention in many neurodegenerative disorders including inflammatory diseases such as multiple sclerosis, protein folding diseases such as Alzheimer's disease and amyotrophic lateral sclerosis, and genetic white matter diseases. This is especially so since several studies show that HSPs act therapeutically by modulating innate immune activation and may thus serve as neuroprotective agents. Here we review the evidence linking HSPs with neurodegenerative disorders in humans and the experimental animal models of these disorders. We discuss the mechanisms by which HSPs protect cells, and how the knowledge of their endogenous functions can be exploited to treat disorders of the CNS.