Heat shock proteins (Hsp) play critical roles in the body's self-defense under a variety of stresses, including heat shock, oxidative stress, radiation, and wounds, through the regulation of folding and functions of relevant cellular proteins. Exercise increases the levels of Hsp through elevated temperature, hormones, calcium fluxes, reactive oxygen species (ROS), or mechanical deformation of tissues. Isotonic contractions and endurance- type activities tend to increase Hsp60 and Hsp70. Eccentric muscle contractions lead to phosphorylation and translocation of Hsp25/27. Exercise-induced transient increases of Hsp inhibit the generation of inflammatory mediators and vascular inflammation. Metabolic disorders (hyperglycemia and dyslipidemia) are associated with type 1 diabetes (an autoimmune disease), type 2 diabetes (the common type of diabetes usually associated with obesity), and atherosclerotic cardiovascular disease. Metabolic disorders activate HSF/Hsp pathway, which was associated with oxidative stress, increased generation of inflammatory mediators, vascular inflammation, and cell injury. Knock down of heat shock factor-1 (HSF1) reduced the activation of key inflammatory mediators in vascular cells. Accumulating lines of evidence suggest that the activation of HSF/Hsp induced by exercise or metabolic disorders may play a dual role in inflammation. The benefits of exercise on inflammation and metabolism depend on the type, intensity, and duration of physical activity.