Heat shock proteins (Hsps) are a group of stress-induced proteins involved in protein folding and maturation. Based on their molecular weight, Hsps can be divided into six families: small Hsps, Hsp40, Hsp60, Hsp70, Hsp90, and large Hsps. In the process of breast cancer tumorigenesis, Hsps play a central role in regulating cell reactions and functions including proliferation, metastasis, and apoptosis. Moreover, some of the critical Hsps also regulate the fine balance between the protective and destructive immunological responses within the tumor microenvironment. In this review, we systematically summarize the roles of major Hsps in breast cancer biology and point out the potential uses of these proteins in breast cancer diagnosis and therapy. Understanding the roles of different families of Hsps in breast cancer pathogenesis will help in the development of more effective prevention and treatment measures for breast cancer.