Heat shock proteins (HSPs) are induced after haemorrhagic stroke, which includes subarachnoid haemorrhage (SAH) and intracerebral haemorrhage (ICH). Most of these proteins function as neuroprotective molecules to protect cerebral neurons from haemorrhagic stroke and as markers to indicate cellular stress or damage. The most widely studied HSPs in SAH are HSP70, haeme oxygenase‐1 (HO‐1), HSP20 and HSP27. The subsequent pathophysiological changes following SAH can be divided into two stages: early brain injury and delayed cerebral ischaemia, both of which determine the outcome for patients. Because the mechanisms of HSPs in SAH are being revealed and experimental models in animals are continually maturing, new agents targeting HSPs with limited side effects have been suggested to provide therapeutic potential. For instance, some pharmaceutical agents can block neuronal apoptosis signals or dilate cerebral vessels by modulating HSPs. HO‐1 and HSP70 are also critical topics for ICH research, which can be attributed to their involvement in pathophysiological mechanisms and therapeutic potential. However, the process of HO‐1 metabolism can be toxic owing to iron overload and the activation of succedent pathways, for example, the Fenton reaction and oxidative damage; the overall effect of HO‐1 in SAH and ICH tends to be protective and harmful, respectively, given the different pathophysiological changes in these two types of haemorrhagic stroke. In the present study, we focus on the current understanding of the role and therapeutic potential of HSPs involved in haemorrhagic stroke. Therefore, HSPs may be potential therapeutic targets, and new agents targeting HSPs are warranted.