The yeast Saccharomyces cerevisiae is a widely used platform for the production of heterologous proteins of medical or industrial interest. However, heterologous protein productivity is often low due to limitations of the host strain. Heat shock response (HSR) is an inducible, global, cellular stress response, which facilitates the cell recovery from many forms of stress, e.g., heat stress. In S. cerevisiae, HSR is regulated mainly by the transcription factor heat shock factor (Hsf1p) and many of its targets are genes coding for molecular chaperones that promote protein folding and prevent the accumulation of mis-folded or aggregated proteins. In this work, we over-expressed a mutant HSF1 gene HSF1-R206S which can constitutively activate HSR, so the heat shock response was induced at different levels, and we studied the impact of HSR on heterologous protein secretion. We found that moderate and high level over-expression of HSF1-R206S increased heterologous α-amylase yield 25 and 70 % when glucose was fully consumed, and 37 and 62 % at the end of the ethanol phase, respectively. Moderate and high level over-expression also improved endogenous invertase yield 118 and 94 %, respectively. However, human insulin precursor was only improved slightly and this only by high level over-expression of HSF1-R206S, supporting our previous findings that the production of this protein in S. cerevisiae is not limited by secretion. Our results provide an effective strategy to improve protein secretion and demonstrated an approach that can induce ER and cytosolic chaperones simultaneously.