Heparan sulfate proteoglycans (HSPGs) are glycoproteins, with the common characteristic of containing covalently attached heparan sulfate glycosaminoglycan chains (GAGs). These molecules are highly modified in cancer, contributing to tumorigenesis. In fact, the expression of HSPGs is markedly altered during malignant transformation and tumor progression, affecting both the PG core proteins and the GAG chains. We discuss here some of the main regulatory points in HSPG formation and modification, all of which are implicated in cancer development and progression. Furthermore, we highlight some examples of these alterations in different tumors. Finally, this review aims to outline improvements in our knowledge of HSPGs and cancer, hopefully in order to promote the design of possible new integrated anti-cancer treatment strategies.