In the yeast Saccharomyces cerevisiae, the zinc finger transcription factor Msn2p is a central component of the general stress response. It is activated in response to a wide variety of environmental changes, including physicochemical stresses as well as nutritional starvation, and induces the expression of a large set of genes required for cellular adaptation. The transcriptional activity of Msn2p in response to stresses is transient, and must therefore be strictly controlled. It is mainly regulated by reversible translocation from the cytoplasm to the nucleus upon the onset of stress, under the control of the cAMP-APK and the TOR pathways. In this report, we describe a new level of control: heat shock-induced degradation of Msn2p by the 26S proteasome. This degradation occurs in the nucleus and is further enhanced when Msn2p is fully active. Moreover, we show that the cyclin-dependent protein kinase Srb10p, a component of the transcription machinery, plays a role in the enhanced degradation of Msn2p upon heat shock. These findings provide new insights into the mechanisms by which Msn2p is transiently activated in response to stress.