Why do chaperones need ATP hydrolysis to help proteins reach their native, functional states? In this review, we highlight the most recent experimental and theoretical evidences suggesting that ATP hydrolysis allows molecular chaperones to escape the bounds imposed by equilibrium thermodynamics. We argue here that energy consumption must be fully taken into account to understand the mechanism of these intrinsically non-equilibrium machines and we propose a novel perspective in the way the relation between function and ATP hydrolysis is viewed.