Heat shock proteins (HSPs) are a well-characterized molecular chaperones protein family, classified into six major families, according to their molecular size. A wide range of tumors have been shown to express atypical levels of one or more HSPs, suggesting that they could be used as biomarkers. However, the collective role and the possible coordination of HSP members, as well as the prognostic significance and the functional implications of their deregulated expression in breast cancer (BC) are poorly investigated. Here, we used a systematic multi-omics approach to assess the HSPs expression, the prognostic value, and the underlying mechanisms of tumorigenesis in BC. By using data mining, we showed that several HSPs were deregulated in BC and significantly correlated with a poor or good prognosis. Functional network analysis of HSPs co-expressed genes and miRNAs highlighted their regulatory effects on several biological pathways involved in cancer progression. In particular, these pathways concerned cell cycle and DNA replication for the HSPs co-expressed genes, and miRNAs up-regulated in poor prognosis and Epithelial to Mesenchymal Transition (ETM), as well as receptors-mediated signaling for the HSPs co-expressed genes up-regulated in good prognosis. Furthermore, the proteomic expression of HSPs in a large sample-set of breast cancer tissues revealed much more complexity in their roles in BC and showed that their expression is quite variable among patients and confined into different cellular compartments. In conclusion, integrative analysis of multi-omics data revealed the distinct impact of several HSPs members in BC progression and indicate that collectively they could be useful as biomarkers and therapeutic targets for BC management.