Autophagy is a complicated cellular mechanism that maintains cellular and tissue homeostasis and integrity via degradation of senescent, defective subcellular organelles, infectious agents, and misfolded proteins. Accumulating evidence has shown that autophagy is involved in numerous immune processes, such as removal of intracellular bacteria, cytokine production, autoantigen presentation, and survival of lymphocytes, indicating an apparent and important role in innate and adaptive immune responses. Indeed, in genome-wide association studies, autophagy-related gene polymorphisms have been suggested to be associated with the pathogenesis of several autoimmune and inflammatory disorders, such as systemic lupus erythematosus, psoriasis, rheumatoid arthritis, inflammatory bowel disease, and multiple sclerosis. In addition, conditional knockdown of autophagy-related genes in mice displayed therapeutic effects on several autoimmune disease models by reducing levels of inflammatory cytokines and autoreactive immune cells. However, the inhibition of autophagy accelerates the progress of some inflammatory and autoimmune diseases via promotion of inflammatory cytokine production. Therefore, this review will summarize the current knowledge of autophagy in immune regulation and discuss the therapeutic and pathogenic role of autophagy in autoimmune diseases to broaden our understanding of the etiopathogenesis of autoimmune diseases and shed light on autophagy-mediated therapies.