The heat shock response is a general property of all living organisms. Both heat shock response and heat shock proteins (HSPs) exist in cells and the role of heat shock proteins acts as molecular chaperones. Heat shock response was first recognized in insects. The purpose of this paper is to introduce a brief history of the research on heat shock proteins and to update progress with emphasis on two aspects, namely: the structure of heat shock genes and the transcriptional control of heat shock genes in insects ; the expression models, the properties of heat shock proteins, the intracellular location of HSPs in cells and the role of heat shock proteins as molecular chaprones. In general, the study of heat shock response and heat shock proteins goes through five stages. Heat shock genes that are classified into three main distinct groups characterized by sequence homology are considerably conservative. Heat shock genes in insects are controlled by the heat shock transcription factors. Most heat shock proteins are synthesized at normal conditions, but their syntheses significantly increase at heat shock or other stress conditions. The syntheses also change with the development stages and sorts of tissues. The intracellular location of HSPs varies according to HSPs themselves and the condition that the cells are in. Heat shock proteins act as molecular chaperones to regulate protein folding, protein translocation, assembly and disassembly. The synthesis of the heat shock proteins is correlated with the acquired thermotolerance and maybe used in gene engineering and has beneficial therapeutic effects on tumor treatments.