Autophagy, the process that enables the recycling and degradation of cellular components, is essential for homeostasis, which occurs in response to various types of stress. Autophagy plays an important role in the genesis and evolution of osteosarcoma (OS). The conventional treatment of OS has limitations and is not always effective at controlling the disease. Therefore, numerous researchers have analyzed how controlling autophagy could be used as a treatment or strategy to reverse resistance to therapy in OS. They highlight how the inhibition of autophagy improves the efficacy of chemotherapeutic treatments and how the promotion of autophagy could prove positive in OS therapy. The modulation of autophagy can also be directed against OS stem cells, improving treatment efficacy and preventing cancer recurrence. Despite promising findings, future studies are needed to elucidate the molecular mechanisms of autophagy and its relationship to OS, as well as the mechanisms underlying the functioning of autophagic modulators. Careful evaluation is required as autophagy modulation may have adverse effects on normal cells, and the optimization of autophagic modulators for use as drugs in OS is imperative.