The autophagic pathway involves the encapsulation of substrates in double-membraned vesicles, which are subsequently delivered to the lysosome for enzymatic degradation and recycling of metabolic precursors. Autophagy is a major cellular defense against oxidative stress, or related conditions that cause accumulation of damaged proteins or organelles. Selective forms of autophagy can maintain organelle populations or remove aggregated proteins. Dysregulation of redox homeostasis under pathological conditions results in excessive generation of reactive oxygen species (ROS), leading to oxidative stress and the associated oxidative damage of cellular components. Accumulating evidence indicates that autophagy is necessary to maintain redox homeostasis. ROS activates autophagy, which facilitates cellular adaptation and diminishes oxidative damage by degrading and recycling intracellular damaged macromolecules and dysfunctional organelles. The cellular responses triggered by oxidative stress include the altered regulation of signaling pathways that culminate in the regulation of autophagy. Current research suggests a central role for autophagy as a mammalian oxidative stress response and its interrelationship to other stress defense systems. Altered autophagy phenotypes have been observed in lung diseases such as chronic obstructive lung disease, acute lung injury, cystic fibrosis, idiopathic pulmonary fibrosis, and pulmonary arterial hypertension, and asthma. Understanding the mechanisms by which ROS regulate autophagy will provide novel therapeutic targets for lung diseases. This review highlights our current understanding on the interplay between ROS and autophagy in the development of pulmonary disease.