Recent advances highlight that non-coding RNAs (ncRNAs) are emerging as fundamental regulators in various physiological as well as pathological processes by regulating macro-autophagy. Studies have disclosed that macro-autophagy, which is a highly conserved process involving cellular nutrients, components, and recycling of organelles, can be either selective or non-selective and ncRNAs show their regulation on selective autophagy as well as non-selective autophagy. The abnormal expression of ncRNAs will result in the impairment of autophagy and contribute to carcinogenesis and cancer progression by regulating both selective autophagy as well as non-selective autophagy. This review focuses on the regulatory roles of ncRNAs in autophagy and their involvement in cancer which may provide valuable therapeutic targets for cancer management.