Menstruation occurs in few species and involves a cyclic process of proliferation, breakdown and regeneration under the control of ovarian hormones. Knowledge of normal endometrial physiology, as it pertains to the regulation of menstruation, is essential to understand disorders of menstruation. Accumulating evidence indicates that autophagy in the endometrium, under the regulation of ovarian hormones, can result in the infiltration of immune cells, which plays an indispensable role in the endometrium shedding, tissue repair and prevention of infections during menstruation. In addition, abnormal autophagy levels, together with resulting dysregulated immune system function, are associated with the pathogenesis and progression of endometriosis. Considering its potential value of autophagy as a target for the treatment of menstrual-related and endometrium-related disorders, we review the activity and function of autophagy during menstrual cycles. The role of the estrogen/progesterone-autophagy-immunity axis in endometriosis are also discussed.