The glucocorticoid receptor (GR) is a steroid-activated factor whose main role is to regulate specific gene expression. In the absence of hormone, the GR has been shown to enter into heteromeric complexes containing mammalian heat shock proteins, such as Hsp90 and Hsp56. As both heat shock proteins (HSPs) and adrenocorticosteroids are produced in response to stress, speculation has existed that cross-talk between the heat shock and glucocorticoid receptor signal pathways must exist. Our laboratory and others have provided evidence to support this hypothesis by demonstrating that heat shock and other forms of stress will cause a potentiation of the glucocorticoid hormone response within cells. As this heat shock potentiation effect, or HSPE, typically results in levels of GR-mediated gene expression that is much greater than that seen in response to maximal hormone stimulation, it appears that heat shock is a mechanism by which latent activity by the GR can be unmasked. More recently, evidence has been found that heat shock signaling can, in turn, be regulated by glucocorticoids. In this case, hormone treatment of intact cells results in a down-regulation of the heat shock response, by a mechanism involving the attenuation of the transactivation function of heat shock transcription factor (HSF1). In this work, we review the results from our laboratory that serve to illustrate the underlying mechanisms of GR and heat shock cross-talk. We also compare and contrast our observations with those from other laboratories, as well as provide working models of future experimentation.