Autophagy is a highly conserved intracellular degradation pathway that breaks down damaged macromolecules and/or organelles. It is involved in plant development and senescence, as well as in biotic and abiotic stresses. However, the autophagy process and related genes are largely unknown in citrus. In this study, we identified 35 autophagy-related genes (CsATGs—autophagy-related genes (ATGs) of Citrus sinensis, Cs) in a genome-wide manner from sweet orange (Citrus sinensis). Bioinformatic analysis showed that these CsATGs were highly similar to Arabidopsis ATGs in both sequence and phylogeny. All the CsATGs were randomly distributed on nine known (28 genes) and one unknown (7 genes) chromosomes. Ten CsATGs were predicted to be segmental duplications. Expression patterns suggested that most of the CsATG were significantly up- or down-regulated in response to drought; cold; heat; salt; mannitol; and excess manganese, copper, and cadmium stresses. In addition, two ATG18 members, CsATG18a and CsATG18b, were cloned from sweet orange and ectopically expressed in Arabidopsis. The CsATG18a and CsATG18b transgenic plants showed enhanced tolerance to osmotic stress, salt, as well as drought (CsATG18a) or cold (CsATG18b), compared to wild-type plants. These results highlight the essential roles of CsATG genes in abiotic stresses.