Autophagy is not only an intracellular recycling degradation system that maintains cellular homeostasis but is also a component of innate immunity that contributes to host defense against viral infection. The viral components as well as viral particles trapped in autophagosomes can be delivered to lysosomes for degradation. Abundant evidence indicates that dengue virus (DENV) has evolved the potent ability to hijack or subvert autophagy process for escaping host immunity and promoting viral replication. Moreover, autophagy is often required to deliver viral components to pattern recognition receptors signaling for interferon (IFN)‐mediated viral elimination. Hence, this review summarizes DENV‐induced autophagy, which exhibits dual effects on proviral activity of promoting replication and antiviral activity to eliminating viral particles.