Cyclopentenone prostaglandins (cyPG) are naturally occurring derivatives of prostaglandin E1, E2, and D2 containing an α,β-unsaturated carbonyl group in the cyclopentane ring structure (cyclopentenone). These molecules exhibit a wide array of biological activities, including anti-inflammatory effects, by interacting with intracellular target proteins. A large body of evidence shows that cyPG mainly interact with signal proteins and transcription factors, such as “Nuclear Factor-kB” (NF-κB), “Heat Shock Factor-1” (HSF1), and Peroxisome Proliferator Activated Receptor-γ (PPAR- γ), which play crucial and opposite roles in inflammatory diseases. NF-κB is an early mediator of immune and inflammatory responses whereas HSF1, and PPAR-γ activation have been related to mechanisms leading to the resolution of inflammation. The identification of cyclopentenone as the active moiety of cyPG responsible for HSF1 activation as well as for the inhibition of inflammatory genes in human cells, opens new perspectives for the design and development of a new class of cytoprotective molecules devoid of the pleiotropic effects of natural eicosanoids. In this review we summarize the recent information on the anti-inflammatory effect of cyclopentenones and discuss the possible development of novel therapeutic strategies relying upon the simultaneous activation of cytoprotective genes and down-regulation of inflammatory genes.