Adrenal masses are one of the most common tumors in humans. The majority are benign and non-functioning and therefore do not require immediate treatment. In contrast, the rare adrenal malignant tumors are often highly aggressive and with poor prognosis. Besides usually being detected in advanced stages, often already with metastases, one of the reasons of the unfavorable outcome of the patients with adrenal cancer is the absence of effective treatments. Autophagy is one of the intracellular pathways targeted by several classes of chemotherapeutics. Mitotane, the most commonly used drug for the treatment of adrenocortical carcinoma, was recently shown to also modulate autophagy. Autophagy is a continuous programmed cellular process which culminates with the degradation of cellular organelles and proteins. However, being a dynamic mechanism, understanding the autophagic flux can be highly complex. The role of autophagy in cancer has been described paradoxically: initially described as a tumor pro-survival mechanism, different studies have been showing that it may result in other outcomes, namely in tumor cell death. In adrenal tumors, this dual role of autophagy has also been addressed in recent years. Studies reported both induction and inhibition of autophagy as a treatment strategy of adrenal malignancies. Importantly, most of these studies were performed using cell lines. Consequently clinical studies are still required. In this review, we describe what is known about the role of autophagy modulation in treatment of adrenal tumors. We will also highlight the aspects that need further evaluation to understand the paradoxical role of autophagy in adrenal tumors.