Inhibition of proteasome induces the intracellular accumulation of misfolded proteins that would otherwise be degraded. Cells adapt to proteasome inhibitor treatment by overexpressing chaperone proteins and proteasome subunits. Using clusterin, a secreted chaperone protein, as a model; we found that its overexpression involves interplay between HSF1 and HSF2. Proteasome inhibition activated HSF1 and HSF2 by different mechanisms involving phosphorylation and stabilization, respectively, then these two transcription factors interact and form heterotrimer on the heat shock element within the clusterin gene promoter. We have further studied the role of HSF1 and HSF2 interplay in the cellular response to proteasome inhibition, by using immortalized Mouse Embryonic Fibroblast (iMEF) derived from knock-out Hsf1 and/or Hsf2 mice. We found that cells deleted for either HSF1 or HSF2 are more sensitive to proteasome inhibition than wild type cells. Moreover, using real-time reverse transcription-PCR analyses, we assessed the level of expression of HSFs target genes, and found that cells deleted in HSF1 and/or HSF2 present defect in transcriptional response to proteasome inhibitor. All together, these results confirm that both HSFs are important for cellular response to proteasome inhibitor treatment. Furthermore, to establish the relationship between proteasome and HSFs, the basal expression of ten proteasome subunits was measured in KO iMEF. We found that two catalytic subunits, beta 2 and beta 5, which support trypsin-like and chymotrypsin-like activity respectively, were present at lower level in Hsf2-/- and Hsf1-/- & Hsf2-/- iMEF. Moreover, the subunits alpha 1, PSMC4 and PSMD10 also display a lower expression in absence of HSF2, whereas the other proteasome subunits tested are not affected. In agreement with this observation, we found a significant decrease of the proteasome activity in HSF2 deleted cells. In conclusion, our data show that HSF1 and HSF2 form a functional complex in response to proteasome inhibition. Moreover, we found that HSF2 is more directly involved in some proteasome subunits basal expression. In HSF2 deficient iMEF, decrease expression of these subunits have a direct influence in cell physiology, with a decrease of catalytic activity of the proteasome.