Autophagy is an important cellular process involving the degradation of intracellular components. Its regulation is complex and while there are many methods available, there is currently no single effective way of detecting and monitoring autophagy. It has several cellular functions that are conserved throughout the body, as well as a variety of different physiological roles depending on the context of its occurrence in the body. Autophagy is also involved in the pathology of a wide range of diseases. Within the endocrine system, autophagy has both its traditional conserved functions and specific functions. In the endocrine glands, autophagy plays a critical role in controlling intracellular hormone levels. In peptide-secreting cells of glands such as the pituitary gland, crinophagy, a specific form of autophagy, targets the secretory granules to control the levels of stored hormone. In steroid-secreting cells of glands such as the testes and adrenal gland, autophagy targets the steroid-producing organelles. The dysregulation of autophagy in the endocrine glands leads to several different endocrine diseases such as diabetes and infertility. This review aims to clarify the known roles of autophagy in the physiology of the endocrine system, as well as in various endocrine diseases.