The family of coronaviruses (CoVs) uses the autophagy machinery of host cells to promote their growth and replication; thus, this process stands out as a potential target to combat COVID-19. Considering the different roles of autophagy during viral infection, including SARS-CoV-2 infection, in this review, we discuss several clinically used drugs that have effects at different stages of autophagy. Among them, we mention (1) lysosomotropic agents, which can prevent CoVs infection by alkalinizing the acid pH in the endolysosomal system, such as chloroquine and hydroxychloroquine, azithromycin, artemisinins, two-pore channel modulators and imatinib; (2) protease inhibitors that can inhibit the proteolytic cleavage of the spike CoVs protein, which is necessary for viral entry into host cells, such as camostat mesylate, lopinavir, umifenovir and teicoplanin and (3) modulators of PI3K/AKT/mTOR signaling pathways, such as rapamycin, heparin, glucocorticoids, angiotensin-converting enzyme inhibitors (IECAs) and cannabidiol. Thus, this review aims to highlight and discuss autophagy-related drugs for COVID-19, from in vitro to in vivo studies. We identified specific compounds that may modulate autophagy and exhibit antiviral properties. We hope that research initiatives and efforts will identify novel or “off-label” drugs that can be used to effectively treat patients infected with SARS-CoV-2, reducing the risk of mortality.