Hepatocellular carcinoma (HCC) is the second leading cause of cancer-related death worldwide, and prognosis remains unsatisfactory since the disease is often diagnosed at the advanced stages. Currently, the multikinase inhibitor sorafenib is the only drug approved for the treatment of advanced HCC. However, primary or acquired resistance to sorafenib develops, generating a roadblock in HCC therapy. Autophagy is an intracellular lysosomal pathway involved in protein and organelle degradation, with an astonishing number of connections to human disease and physiology. Current understanding of the role of autophagy in the progression of cancer and the response to cancer therapy remains controversial. Sorafenib is able to induce autophagy in HCC, but the effect of autophagy is indistinct. Some studies established that sorafenib-induced autophagy serves as a pro-survival response. However, other studies found that sorafenib-induced autophagy improves the lethality of sorafenib against HCC cells. The mechanisms underlying autophagy and sorafenib resistance remain elusive. The purpose of this review is to summarize the progress of research focused on autophagy and sorafenib resistance and to update current knowledge of how cellular autophagy impacts sorafenib sensitivity in HCC treatment.