Heat shock transcription factors (Hsfs) regulate transcription of heat shock proteins as well as other genes whose promoters contain heat shock elements (HSEs). There are at least five Hsfs in mammalian cells, Hsf1, Hsf2, Hsf3, Hsf4, and Hsfy (Wu, Annu Rev Cell Dev Biol 11:441–469, 1995; Morimoto, Genes Dev 12:3788–3796, 1998; Tessari et al., Mol Hum Repord 4:253–258, 2004; Fujimoto et al., Mol Biol Cell 21:106–116, 2010; Nakai et al., Mol Cell Biol 17:469–481, 1997; Sarge et al., Genes Dev 5:1902–1911, 1991). To understand the physiological roles of Hsf1, Hsf2, and Hsf4 in vivo, we generated knockout mouse lines for these factors (Zhang et al., J Cell Biochem 86:376–393, 2002; Wang et al., Genesis 36:48–61, 2003; Min et al., Genesis 40:205–217, 2004). Numbers of other laboratories have also generated Hsf1 (Xiao et al., EMBO J 18:5943–5952, 1999; Sugahara et al., Hear Res 182:88–96, 2003), Hsf2 (McMillan et al., Mol Cell Biol 22:8005–8014, 2002; Kallio et al., EMBO J 21:2591–2601, 2002), and Hsf4 (Fujimoto et al., EMBO J 23:4297–4306, 2004) knockout mouse models. In this chapter, we describe the design of the targeting vectors, the plasmids used, and the successful generation of mice lacking the individual genes. We also briefly describe what we have learned about the physiological functions of these genes in vivo.