The expression of heat shock proteins (hsp) is a basic and well conserved cellular response to an array of stresses. These proteins are involved in the repair of cellular damage induced by the stress, which is necessary for the salutary resolution from the insult. Moreover, they confer protection from subsequent insults, which has been coined stress tolerance. Since these proteins are expressed in subcellular compartments, it was thought that their function during stress conditions was circumscribed to the intracellular environment. However, it is now well established that hsp can also be present outside cells where they appear to display a function different than the well understood chaperone role. Extracellular hsp act as alert stress signals priming other cells, particularly of the immune system, to avoid the propagation of the insult and favor resolution. Since the majority of hsp do not possess a secretory peptide signal, they are likely be exported by a non-classical secretory pathway. Different mechanisms have been proposed to explain the export of hsp, including translocation across the plasma membrane and release associated with lipid vesicles, as well as the passive release after cell death by necrosis. Extracellular hsp appear in various flavors, including membrane-bound and membrane-free forms. All of these variants of extracellular hsp suggest that their interactions with cells may be quite diverse, both in target cell types and the activation signaling pathways. This review addresses some of our current knowledge about the release and relevance of extracellular hsp.