Autophagy plays an essential role in maintaining cellular homeostasis by responding to certain stressed conditions such as nutrient deprivation, organelle damage, pathogen infection, and exposure to certain nanomaterials. Through deliberate tuning of the physicochemical properties, the fate of nanomaterial-treated cells is subjected to various cellular toxicity, stress responses, and immune responses, some of which involve various autophagic mechanisms. Beginning from the molecular basis of the autophagy machinery, we briefly introduce the major understanding of autophagy in inflammation, immunity, cancer metabolism, and therapy. Different working mechanisms will be discussed to classify the impact of physicochemical characteristics on autophagy induction or inhibition by engineered nanomaterials. From the perspective of autophagy-targeting cancer therapeutics, we will further delineate the advanced nano-formulations for improved drug delivery to impact autophagy in the setting of cancer diseases and designing co-delivery nanomedicine that targets autophagy along with another major cancer pathway to achieve in vivo synergy. Moreover, cancer immunotherapy, aiming at immune cells or checkpoints, is also integrated with autophagy-regulatory components using multiple