There has been growing evidence that heat-shock protein (HSP) functions as an endogenous immunomodulator for innate and adaptive immune responses. Since HSPs inherently act as chaperones within cells, passive release (e.g., by cell necrosis) and active release (including release by secretion in the form of an exosome) have been suggested as mechanisms of HSP release into the extracellular milieu. Such extracellular HSPs have been shown to be activators of innate immune responses through Toll-like receptors. However, it has also been suggested that HSPs augment the ability of associated innate ligands such as lipopolysaccharides to stimulate cytokine production and dendritic cell maturation. More interestingly, a recent study has demonstrated that innate immune responses elicited by danger signals were regulated spatiotemporally and that can be manipulated by HSPs, thereby controlling immune responses. We will discuss how spatiotemporal regulation of HSP-chaperoned molecules within antigen-presenting cells affects adaptive immunity via antigen cross-presentation and innate immune responses. Precise analysis of HSP biology should lead to the establishment of effective HSP-based immunotherapy.