Heat shock transcription factors (HSFs) regulate gene expression in response to heat shock and in physiological conditions. In mammals, HSF1 is required for heat-mediated induction of classic heat shock genes; however, we do not know the molecular mechanisms by which HSF4 regulates gene expression or the biological consequences of its binding to chromatin. Here, we identified that HSF4 binds to various genomic regions, including the introns and distal parts of protein-coding genes in vivo in mouse lenses, and a substantial numbers of the regions were also occupied by HSF1 and HSF2. HSF4 regulated expression of some genes at a developmental stage when HSF1 and HSF2 expression decreased. Although HSF4 binding did not affect expression of many genes, it induces demethylated status of histone H3K9 on the binding regions. Unexpectedly, a lot of HSF4 targets were induced by heat shock treatment, and HSF4 is required for induction of a set of non-classic heat shock genes in response to heat shock, in part by facilitating HSF1 binding through chromatin modification. These results suggest novel mechanisms of gene regulation controlled by HSF4 in non-classic heat shock response and in lens development.