Multiple myeloma (MM) is a type of hematological cancer that occurs when B cells become malignant. Various drugs such as proteasome inhibitors, immunomodulators, and compounds that cause DNA damage can be used in the treatment of MM. Autophagy, a type 2 cell death mechanism, plays a crucial role in determining the fate of B cells, either promoting their survival or inducing cell death. Therefore, autophagy can either facilitate the progression or hinder the treatment of MM disease. In this review, autophagy mechanisms that may be effective in MM cells were covered and evaluated within the contexts of unfolded protein response (UPR), bone marrow microenvironment (BMME), drug resistance, hypoxia, DNA repair and transcriptional regulation, and apoptosis. The genes that are effective in each mechanism and research efforts on this subject were discussed in detail. Signaling pathways targeted by new drugs to benefit from autophagy in MM disease were covered. The efficacy of drugs that regulate autophagy in MM was examined, and clinical trials on this subject were included. Consequently, among the autophagy mechanisms that are effective in MM, the most suitable ones to be used in the treatment were expressed. The importance of 3D models and microfluidic systems for the discovery of new drugs for autophagy and personalized treatment was emphasized. Ultimately, this review aims to provide a comprehensive overview of MM disease, encompassing autophagy mechanisms, drugs, clinical studies, and further studies.