The tumor microenvironment (TME) is a complex environment where cancer cells reside and interact with different types of cells, secreted factors, and the extracellular matrix. Additionally, TME is shaped by several processes, such as autophagy. Autophagy has emerged as a conserved intracellular degradation pathway for clearance of damaged organelles or aberrant proteins. With its central role, autophagy maintains the cellular homeostasis and orchestrates stress responses, playing opposite roles in tumorigenesis. During tumor development, autophagy also mediates autophagy-independent functions associated with several hallmarks of cancer, and therefore exerting several effects on tumor suppression and/or tumor promotion mechanisms. Beyond the concept of degradation, new different forms of autophagy have been described as modulators of cancer progression, such as secretory autophagy enabling intercellular communication in the TME by cargo release. In this context, the synthesis of senescence-associated secretory proteins by autophagy lead to a senescent phenotype. Besides disturbing tumor treatment responses, autophagy also participates in innate and adaptive immune signaling. Furthermore, recent studies have indicated intricate crosstalk between autophagy and the epithelial-mesenchymal transition (EMT), by which cancer cells obtain an invasive phenotype and metastatic potential. Thus, autophagy in the cancer context is far broader and complex than just a cell energy sensing mechanism. In this scenario, we will discuss the key roles of autophagy in the TME and surrounding cells, contributing to cancer development and progression/EMT. Finally, the potential intervention in autophagy processes as a strategy for cancer therapy will be addressed.