Autophagy is a catabolic process whose activation may help cancer cells to adapt to cellular stress although, in some instances, it can induce cell death. Autophagy stimulation or inhibition has been considered an opportunity to treat cancer, especially in combination with anticancer therapies, although autophagy manipulation may be viewed as controversial. Thus, whether to induce or to inhibit autophagy may be the best option in the different cancer patients is still matter of debate. Her we will recapitulate the possible advantages or disadvantages of manipulating autophagy in cancer, not only with the aim to obtain cancer cell death and disable oncogenes, but also to evaluate its interplay with the immune response which is fundamental for the success of anticancer therapies.