Major histocompatibility complex (MHC) class I molecules present peptide antigens to MHC class I-restricted CD8 T lymphocytes. The peptides loaded onto MHC class I molecules are typically derived from cytosolic antigens, which includes both self and foreign proteins. In addition to this classical MHC class I antigen presentation pathway, some cell types, especially dendritic cells can present antigens from exogenous sources to MHC class I-restricted CD8 T cells, in a process called cross-presentation. A variety of cellular processes, including endocytosis, vesicle trafficking, and autophagy, play critical roles in these antigen presentation pathways. In this review article, we discuss the role of autophagy, an intracellular degradation system that delivers cytoplasmic constituents to lysosomes, in MHC class I-restricted antigen presentation. A mechanistic understanding of the role of autophagy-related proteins in MHC class I restricted antigen presentation may guide future efforts in manipulating autophagy to prevent or treat human disease.