Autophagy is a key catabolic process, in which cytosolic cargo is engulfed by the formation of a double membrane and then degraded through the fusing of autophagosomes with lysosomes. Autophagy is a constitutively active, evolutionarily conserved, catabolic process important for the maintenance of homeostasis in cellular stress responses and cell survival. Although the mechanisms of autophagy have not yet been fully elucidated, emerging evidence suggests that it plays a dual role in breast cancer and in maintaining the activity of breast cancer stem cells (CSCs). However, it may play a complex role in breast CSC therapy. Breast CSCs, a population of cells with the ability to self-renew, differentiate, and initiate and sustain tumor growth, play an essential role in cancer recurrence, anticancer resistance and metastasis. In addition, the elucidation of the association between autophagy and apoptosis in the tumor context is crucial in order to better address appropriate therapy strategies. In the present review, a summary of the mechanisms and roles of autophagy in breast cancer and CSCs is presented. The potential value of such autophagy modulators in the development of novel breast cancer therapies is discussed.