Alzheimer's disease (AD) is a neurodegenerative disorder characterized by the progressive accumulation of abnormal protein aggregates, neuronal loss, synaptic dysfunction, and neuroinflammation. Microglia are resident macrophages of the central nervous system (CNS). Evidence has shown that impaired microglial autophagy exerts considerable detrimental impact on the CNS, thus contributing to AD pathogenesis. This review highlights the association between microglial autophagy and AD pathology, with a focus on the inflammatory response, defective clearance, and propagation of Aβ and Tau, and synaptic dysfunction. Mechanistically, several lines of research support the roles of microglial receptors in autophagy regulation during AD. In light of accumulating evidence, a strategy for inducing microglial autophagy has great potential in AD drug development.