Autophagy is widely considered as a housekeeping mechanism that enables cells to survive stress conditions and, in particular, nutrient deprivation. Autophagy begins with the formation of the phagophore that expands and closes around cytosolic material and damaged organelles destined for degradation. The execution of this complex machinery is guaranteed by the coordinated action of more than 40 ATG (autophagy‐related) proteins that control the entire process at different stages from the biogenesis of the autophagosome to cargo sequestration and fusion with lysosomes. Autophagosome biogenesis occurs at multiple intracellular sites, such as the endoplasmic reticulum (ER) and the plasma membrane. Soon after the formation of the phagophore, the nascent autophagosome progressively grows in size and ultimately closes by recruiting intracellular membranes. In this review, we focus on the contribution of three membrane sources – the ER, the ER–Golgi intermediate compartment, and the Golgi complex – to autophagosome biogenesis and expansion. We also highlight the interplay between the secretory pathway and autophagy in cells when nutrients are scarce.