The Hedgehog signalling pathway is evolutionarily highly conserved and essential for embryonic development of invertebrates and vertebrates. Consequently, impaired Hedgehog signalling results in very severe human diseases, ranging from holoprosencephaly to Pallister-Hall syndrome. Due to this great importance for human health, the focus of numerous research groups is placed on the investigation of the detailed mechanisms underlying Hedgehog signalling. Today, it is known that tiny cell protrusions, known as primary cilia, are necessary to mediate Hedgehog signalling in vertebrates. Although the Hedgehog pathway is one of the best studied signalling pathways, many questions remain. One of these questions is: How do primary cilia control Hedgehog signalling in vertebrates? Recently, it was shown that primary cilia regulate a special kind of proteasome which is essential for proper Hedgehog signalling. This review article will cover this novel cilia-proteasome association in embryonic Hedgehog signalling and discuss the possibilities provided by future investigations on this topic.