Heat shock proteins (HSPs) play an important role in cell homeostasis and protect against cell damage. They were previously identified as key players in different ataxia models. HSF1 is the main transcription factor for HSP activation. HSF1-deficient mice (HSF1−/−) are known to have deficiencies in motor control test. However, little is known about effects of HSF1-deficiency on locomotor, especially gait, coordination. Therefore, we compared HSF-deficient (HSF1−/−) mice and wildtype littermates using an automated gait analysis system for objective assessment of gait coordination. We found significant changes in gait parameters of HSF1−/− mice reminiscent of cerebellar ataxia. Immunohistochemical analyses of a cerebellum revealed co-localization of HSF1 and calbindin in Purkinje cells. Therefore, we tested the hypothesis of a potential interconnection between HSF1 and calbindin in Purkinje cells. Calbindin levels were analyzed qualitatively and quantitatively by immunohistochemistry and immunoblotting, respectively. While quantitative PCR revealed no differences in calbindin mRNA levels between HSF1+/+ and HSF1−/− mice, calbindin protein levels, however, were significantly decreased in a cerebellum of HSF1−/− mice. A pathway analysis supports the hypothesis of an interconnection between HSF1 and calbindin. In summary, the targeted deletion of HSF1 results in changes of locomotor function associated with changes in cerebellar calbindin protein levels. These findings suggest a role of HSF1 in regular Purkinje cell calcium homeostasis.