Heat shock proteins (HSPs) serve to correct proteins' conformation, send the damaged proteins for degradation (quality control function). Heat shock factors (HSFs) are their transcription factors. The protein complexes mTOR1 and 2 (with the same core mTOR), the phosphoinositide-dependent protein kinase-1 (PDK1), the seine/threonine-specific protein kinase (Akt), HSF1, plus their associated proteins form a network participating in protein synthesis, bio-energy generation, signaling for apoptosis with the help of HSPs. A cancer cell synthesizes proteins at fast rate and needs more HSPs to work on quality control. Shutting down this network would lead to cell death. Thus inhibitors of mTOR (mTORI) and inhibitors of HSPs (HSPI) could drive cancer cell to apoptosis-a "passive approach". On the other hand, HSPs form complexes with polypeptides characteristic of the cancer cells; on excretion from the cell, they becomes antigens for the immunity cells, eventually leading to maturation of the cytotoxic T cells, forming the basic principle of preparing cancer-specific, person-specific vaccine. Recent finding shows that HSP70 can penetrate cancer cell and expel its analog to extracellular region, giving the hope to prepare a non-person-specific vaccine covering a variety of cancers. Activation of anti-cancer immunity is the "active approach". On the other hand, mild hyperthermia, with increase of intracellular HSPs, has been found to activate the immunity response, and demonstrate anti-cancer effects. There are certain "mysteries" behind the mechanisms of the active and passive approaches. We analyze the mechanisms involved and provide explanations to some mysteries. We also suggest future research to improve our understanding of these two approaches, in which HSPs play many roles.