The tumor microenvironment is a complex system that is affected by various factors, including hypoxia, acidosis, and immune and inflammatory responses, which have significant effects on tumor adhesion, invasion, metastasis, angiogenesis, and autophagy. In this hostile tumor microenvironment, autophagy of tumor cells can promote tumor growth and metastasis. As autophagy is a double-edged sword in tumors, treatment of cancer via regulation of autophagy is extremely complicated. Therefore, understanding the relationship between tumor autophagy and the tumor microenvironment is extremely important. As the immune milieu plays an important role in tumor development, immunotherapy has become a promising form of cancer therapy. A multi-pronged treatment approach using immunotherapy and molecular targets may become the major direction for future cancer treatments. This article reviews existing knowledge regarding the immune factors in the tumor microenvironment and the status of tumor autophagy research.