Metabolic associated fatty liver disease (MAFLD) is one of the most common causes of chronic liver disease worldwide. To date, there is no FDA-approved treatment, so there is an urgent need to determine its pathophysiology and underlying molecular mechanisms. Autophagy is a lysosomal degradation pathway that removes damaged organelles and misfolded proteins after cell injury through endoplasmic reticulum stress or starvation, which inhibits apoptosis and promotes cell survival. Recent studies have shown that autophagy plays an important role in removing lipid droplets from hepatocytes. Autophagy has also been reported to inhibit the production of pro-inflammatory cytokines and provide energy for the hepatic stellate cells activation during liver fibrosis. Thyroid hormone, irisin, melatonin, hydrogen sulfide, sulforaphane, DA-1241, vacuole membrane protein 1, nuclear factor erythroid 2-related factor 2, sodium-glucose co-transporter type-2 inhibitors, immunity-related GTPase M, and autophagy-related gene 7 have been reported to ameliorate MAFLD via autophagic induction. Lipid receptor CD36, SARS-CoV-2 Spike protein and leucine aminopeptidase 3 play a negative role in the autophagic function. This review summarizes recent advances in the role of autophagy in MAFLD. Autophagy modulates major pathological changes, including hepatic lipid metabolism, inflammation, and fibrosis, suggesting the potential of modulating autophagy for the treatment of MAFLD.