Mesenchymal stem cells (MSC) are multipotent cells capable to differentiate into adipogenic, osteogenic, and chondrogenic directions, possessing immunomodulatory activity and a capability to stimulate angiogenesis. A scope of these features and capabilities makes MSC a significant factor of tissue homeostasis and repair. Among factors determining the fate of MSC, a prominent place belongs to autophagy, which is activated under different conditions including cell starvation, inflammation, oxidative stress, and some others. In addition to supporting cell homeostasis by elimination of protein aggregates, and non-functional and damaged proteins, autophagy is a necessary factor of change in cell phenotype on the process of cell differentiation. In present review, some mechanisms providing participation of autophagy in cell differentiation are discussed.