Autophagy, as a type II programmed cell death, plays crucial roles with autophagy-related (ATG) proteins in cancer. Up to now, the dual role of autophagy both in cancer progression and inhibition remains controversial, in which the numerous ATG proteins and their core complexes including ULK1/2 kinase core complex, autophagy-specific class III PI3K complex, ATG9A trafficking system, ATG12 and LC3 ubiquitin-like conjugation systems, give multiple activities of autophagy pathway and are involved in autophagy initiation, nucleation, elongation, maturation, fusion and degradation. Autophagy plays a dynamic tumor-suppressive or tumor-promoting role in different contexts and stages of cancer development. In the early tumorigenesis, autophagy, as a survival pathway and quality-control mechanism, prevents tumor initiation and suppresses cancer progression. Once the tumors progress to late stage and are established and subjected to the environmental stresses, autophagy, as a dynamic degradation and recycling system, contributes to the survival and growth of the established tumors and promotes aggressiveness of the cancers by facilitating metastasis. This indicates that regulation of autophagy can be used as effective interventional strategies for cancer therapy.