Heat shock proteins (HSP) form a heterogenous, evolutionarily conserved group of molecules with high sequence homology. They mainly act as intracellular chaperones, protecting the protein structure and folding under stress conditions. The extracellular HSP, released in the course of damage or necrosis, play a pivotal role in the innate and adaptive immune responses. They also take part in many pathological processes. The aim of this review is to update the recent developments in the field of HSP in chronic kidney disease (CKD), in regard to three different aspects. The first is the assessment of the role of HSP, either positive or deleterious, in the pathogenesis of CKD and the possibilities to influence its progression. The second is the impact of dialysis, being a potentially modifiable stressor, on HSP and the attempt to assess the value of these proteins as the biocompatibility markers. The last area is that of kidney transplantation and the potential role of HSP in the induction of the immune tolerance in kidney recipients.