(1) Background: Growth differentiation factor-15 (GDF-15) is associated with cardiovascular diseases and autophagy in human macrophages (MΦ). Thus, we are interested in investigating autophagic mechanisms with special respect to the role of GDF-15. (2) Methods: Recombinant (r)GDF-15 and siRNA GDF-15 were used to investigate the effects of GDF-15 on autophagic and lysosomal activity, as well as autophagosome formation by transmission electron microscopy (TEM) in MΦ. To ascertain the effects of GDF-15−/− on the progression of atherosclerotic lesions, we used GDF-15−/−/ApoE−/− and ApoE−/− mice under a cholesterol-enriched diet (CED). Body weight, body mass index (BMI), blood lipid levels and lumen stenosis in the brachiocephalic trunk (BT) were analyzed. Identification of different cell types and localization of autophagy-relevant proteins in atherosclerotic plaques were performed by immunofluorescence. (3) Results: siGDF-15 reduced and, conversely, rGDF-15 increased the autophagic activity in MΦ, whereas lysosomal activity was unaffected. Autophagic degradation after starvation and rGDF-15 treatment was observed by TEM. GDF-15−/−/ApoE−/− mice, after CED, showed reduced lumen stenosis in the BT, while body weight, BMI and triglycerides were increased compared with ApoE−/− mice. GDF-15−/− decreased p62-accumulation in atherosclerotic lesions, especially in endothelial cells (ECs). (4) Conclusion: GDF-15 seems to be an important factor in the regulation of autophagy, especially in ECs of atherosclerotic lesions, indicating its crucial pathophysiological function during atherosclerosis development.