Recently, biomedical research has increasingly investigated physical plasma as an innovative therapeutic approach with a number of therapeutic biomedical effects. It is known from radiation and chemotherapy that these applications can lead to the induction and activation of primarily cytoprotective heat shock proteins (HSP). HSP protect cells and tissues from physical, (bio)chemical, and physiological stress and, ultimately, along with other mechanisms, govern resistance and treatment failure. These mechanisms are well known and comparatively well studied in drug therapy. For therapies in the field of physical plasma medicine, however, extremely little data are available to date. In this review article, we provide an overview of the current studies on the interaction of physical plasma with the cellular HSP system.