Heat shock proteins (HSPs) are highly conserved molecular chaperones with diverse cellular activities, including protein folding, assembly or disassembly of protein complexes, and maturation process under diverse stress conditions. HSPs also play essential roles in tumorigenesis, metastasis, and therapeutic resistance across cancers. Among them, HSP40s are widely accepted as regulators of HSP70/HSP90 chaperones and an accumulating number of biological functions as molecular chaperones dependent or independent of either of these chaperones. Despite large numbers of HSP40s, little is known about their physiologic roles, specifically in cancer progression. This article summarizes the multi-faceted role of DNAJB proteins as one subclass of the HSP40 family in cancer development and metastasis. Regulation and deregulation of DNAJB proteins at transcriptional, post-transcriptional, and post-translational levels contribute to tumor progression, particularly cancer metastasis. Furthermore, understanding differences in function and regulating mechanism between DNAJB proteins offers a new perspective on tumorigenesis and metastasis to improve therapeutic opportunities for malignant diseases.