Exposure to acute physical and/or psychological stressors induces a cascade of physiological changes collectively termed the stress response. The stress response is demonstrable at the behavioural, neural, endocrine and cellular levels. Stimulation of the stress response functions to improve an organism's chance of survival during acute stressor challenge. The current review focuses on one ubiquitous cellular stress response, up-regulation of heat shock protein 72 (Hsp72). Although a great deal is known about the function of intra-cellular Hsp72 during exposure to acute stressors, little is understood about the potential function of endogenous extra-cellular Hsp72 (eHsp72). The current review will develop the hypothesis that eHsp72 release may be a previously unrecognized feature of the acute stress response and may function as an endogenous ‘danger signal’ for the immune system. Specifically, it is proposed that exposure to physical or psychological acute stressors stimulate the release of endogenous eHsp72 into the blood via an α1-adrenergic receptor-mediated mechanism and that elevated eHsp72 functions to facilitate innate immunity in the presence of bacterial challenge.