The autophagic process involves encompassing damaged proteins and organelles within double- or multi-membraned structures and delivering these molecules to the lytic compartments of vacuoles. Sphingolipids (SLs), which are ubiquitous membrane lipids in eukaryotes, participate in the generation of various membrane structures, including rafts, caveolae, and cytosolic vesicles. SLs are a complex family of molecules that have a growing number of members, including ceramide, sphingosine-1-phosphate, and dihydroceramide, which have been associated with the essential cellular process of autophagy. This review highlights recent studies focusing on the regulation and function of SL-associated autophagy and its role in cell fate, diseases, and therapeutic interventions.