Autophagy, a complex and highly regulated cellular process, is critical for the maintenance of cellular homeostasis by lysosomal degradation of cellular debris, intracellular pathogens, and dysfunctional organelles. It has become an interesting and attractive topic in cancer because of its dual role as a tumor suppressor and cell survival mechanism. As a highly conserved pathway, autophagy is strictly regulated by diverse non-coding RNAs (ncRNAs), ranging from short and flexible miRNAs to lncRNAs and even circRNAs, which largely contribute to autophagy regulatory networks via complex RNA interactions. The potential roles of RNA interactions during autophagy, especially in cancer procession and further anticancer treatment, will aid our understanding of related RNAs in autophagy in tumorigenesis and cancer treatment. Herein, we mainly summarized autophagy-related mRNAs and ncRNAs, also providing RNA-RNA interactions and their potential roles in cancer prognosis, which may deepen our understanding of the relationships between various RNAs during autophagy and provide new insights into autophagy-related therapeutic strategies in personalized medicine.