Objective. This study is aimed at exploring the association between autophagy and tumor immune infiltration (TII) in colorectal cancer (CRC). Methods and Materials. We downloaded the transcriptome profiling and clinical data for CRC from The Cancer Genome Atlas (TCGA) database and obtained the normal colon transcriptome profiling data from Genotype-Tissue Expression Project (GTEx) database. The list of autophagy-related signatures was obtained from the Human Autophagy Database. We isolated the autophagy-related genes from the CRC gene expression matrix and constructed an autophagy-related prognostic (ARP) risk model. Then, we constructed a multiROC curve to validate the prognostic ability of the ARP risk model. CIBERSORT was used to determine the fractions of 22 immune cells in each CRC sample, and the association between these TII cells and CRC clinical variables was further investigated. Finally, we estimated the association of 3 hub-ARP signatures and 20 different types of TII cell distribution. Results. We classified 447 CRC patients into 224 low-risk and 223 high-risk patients using the median ARP risk score. According to the univariate survival test results, except for gender (
P
=
0.672
), age (
P
=
0.008
), cancer stage, and pathological stage T, M, and N were closely correlated with the prognosis of CRC patients (
P
<
0.001
). Multivariate survival analysis results indicate that age and rescore were the only independent prognostic indicators with significant differences (
P
<
0.05
). After merging the immune cell distribution (by CIBERSORT) with the CRC clinical data, the results indicate that activated macrophage M0 cells exhibited the highest clinical response, which included cancer stage and stage T, N, and M. Additionally, six immune cells were closely associated with cancer stage, including regulatory T cells (Tregs), gamma delta T cells, follicular helper T cells, activated memory CD4 T cells, activated NK cells, and resting dendritic cells. Finally, we evaluated the correlation of ARP signatures with TII cell distribution. Compared with the other correlation, NRG1 and plasma cells (↑), risk score and macrophage M1 (↑), NRG1 and dendritic cell activated (↑), CDKN2A and T cell CD4 memory resting (↓), risk score and T cell CD8 (↑), risk score and T cell CD4 memory resting (↓), and DAPK1 and T cell CD4 memory activated (↓) exhibited a stronger association (
P
<
0.0001
). Conclusions. In summary, we explored the correlation between the risk of autophagy and the TII microenvironment in CRC patients. Furthermore, we integrated different CAR signatures with tumor-infiltrating immune cells and found robust associations between different levels of CAR signature expression and immune cell infiltrating density.