Tyrosine kinase inhibitors (TKIs) represent a relatively large class of small-molecule inhibitors that compete with ATP for the catalytic binding site of tyrosine kinase proteins. While TKIs have demonstrated effectiveness in the treatment of multiple malignancies, including chronic myelogenous leukemia, gastrointestinal tumors, non-small cell lung cancers, and HER2-overexpressing breast cancers, as is almost always the case with anti-neoplastic agents, the development of resistance often imposes a limit on drug efficacy. One common survival response utilized by tumor cells to ensure their survival in response to different stressors, including anti-neoplastic drugs, is that of autophagy. The autophagic machinery in response to TKIs in multiple tumor models has largely been shown to be cytoprotective in nature, although there are a number of cases where autophagy has demonstrated a cytotoxic function. In this review, we provide an overview of the literature examining the role that autophagy plays in response to TKIs in different preclinical tumor model systems in an effort to determine whether autophagy suppression or modulation could be an effective adjuvant strategy to increase efficiency and/or overcome resistance to TKIs.