The DNA-binding domain of the yeast heat shock transcription factor (HSF) contains a strictly conserved proline that is at the center of a kink. To define the role of this conserved proline-centered kink, we replaced the proline with a number of other residues. These substitutions did not diminish the ability of the full-length protein to support growth of yeast or to activate transcription, suggesting that the proline at the center of the kink is not conserved for function. The stability of the isolated mutant DNA-binding domains was unaltered from the wild-type, so the proline is not conserved to maintain the stability of the protein. The crystal structures of two of the mutant DNA-binding domains revealed that the helices in the mutant proteins were still kinked after substitution of the proline, suggesting that the proline does not cause the α-helical kink. So why are prolines conserved in this and the majority of other kinked α-helices if not for structure, function, or stability? The mutant DNA-binding domains are less soluble than wild-type when overexpressed. In addition, the folding kinetics, as measured by stopped-flow fluorescence, is faster for the mutant proteins. These two results support the premise that the presence of the proline is critical for the folding pathway of HSF's DNA-binding domain. The finding may also be more general and explain why kinked helices maintain their prolines.