The aim of this research was to evaluate the expression and concomitant implications of LC3A, LC3B, beclin-1, and p62, which are key components of autophagy in human adrenal gland tumors. Tissue microarray was made for 321 cases of adrenal gland tumor (adrenal cortical adenoma (ACA): 115, adrenal cortical carcinoma (ACC): 17, and pheochromocytoma (PCC): 189). Immunohistochemical staining was performed for beclin-1, p62, LC3A, and LC3B, and the results were compared with the patients’ clinicopathologic parameters. LC3A, LC3B, beclin-1, and LC3B isolated single positive cells (ISPC) positivity rates were higher in PCC than in adrenal cortical tumor (ACT), whereas p62 positivity was lower in PCC than in ACT. The proportion of positive LC3B (ISPC) was higher in ACC than in ACA. In addition, the proportion of cells positive for p62 and LC3B (ISPC) was significantly higher in PCCs with a GAPP score of ≥3. In univariate Cox analysis, p62 positivity (p = 0.014) and the presence of p62 (ISPC) (p = 0.001) were associated with shorter disease-free survival in PCC. Moreover, p62 positivity was predictive of shorter overall survival (OS) in patients with PCC by multivariate analysis (relative risk, 6.240; 95% CI, 1.434–27.15; p = 0.015). Differences were found in the expression of autophagy-related proteins according to adrenal gland tumor types. Compared to ACT, the proportion of LC3A, LC3B, beclin-1, and LC3B (ISPC) positivity was higher in PCC, whereas p62 positivity was lower. Similarly, p62 positivity in PCC was associated with patient prognosis of OS.