Cell death is the last fate of the life cycle of cells. Different pathways involved in cell death are known to date, and are mostly represented by apoptosis, necrosis, and autophagy. Autophagy is one of the most preserved cell death pathways, characterized by the elimination of large parts of cytoplasmic components after being consumed by a double-membraned vesicle called an autophagosome. The formed autophagosome then fuses with a lysosome containing degrading enzymes and leads to the digestion of the autophagosome content. Autophagy is triggered by stress-related inducers, and is partially dependent on apoptotic proteins. It plays a major role in cancer, particularly in the tumor microenvironment where it has a paradoxical function in acting as a tumor suppressor and also as a tumor promoter. In the tumor microenvironment, autophagy regulates the differentiation of macrophages into tumor-associated macrophages (TAMs) and fibroblasts into cancer-associated fibroblasts (CAFs). TAMs and CAFs are abundantly present in the tumor microenvironment, and participate actively in tumor growth, tumor invasiveness, and tumor resistance to chemotherapy.