The heat shock response (HSR) regulates induction of stress/heat shock proteins (HSPs) to preserve proteostasis during cellular stress. Earlier, our group established that the plasma membrane (PM) acts as a sensor and regulator of HSR through changes in its microdomain organization. PM microdomains such as lipid rafts, dynamic nanoscale assemblies enriched in cholesterol and sphingomyelin, and caveolae, cholesterol-rich PM invaginations, constitute clustering platforms for proteins functional in signaling cascades. Here, we aimed to compare the effect of cyclodextrin (MβCD)- and nystatin-induced cholesterol modulations on stress-activated expression of the representative HSPs, HSP70, and HSP25 in mouse B16-F10 melanoma cells. Depletion of cholesterol levels with MβCD impaired the heat-inducibility of both HSP70 and HSP25. Sequestration of cholesterol with nystatin impaired the heat-inducibility of HSP25 but not of HSP70. Imaging fluorescent correlation spectroscopy marked a modulated lateral diffusion constant of fluorescently labelled cholesterol in PM during cholesterol deprived conditions. Lipidomics analysis upon MβCD treatment revealed, next to cholesterol reductions, decreased lysophosphatidylcholine and phosphatidic acid levels. These data not only highlight the involvement of PM integrity in HSR but also suggest that altered dynamics of specific cholesterol pools could represent a mechanism to fine tune HSP expression.