The immune system and autophagy share a functional relationship. Both innate and adaptive immune responses involve autophagy and, depending on the disease’s origin and pathophysiology, it may have a detrimental or positive role on autoimmune disorders. As a “double-edged sword” in tumors, autophagy can either facilitate or impede tumor growth. The autophagy regulatory network that influences tumor progression and treatment resistance is dependent on cell and tissue types and tumor stages. The connection between autoimmunity and carcinogenesis has not been sufficiently explored in past studies. As a crucial mechanism between the two phenomena, autophagy may play a substantial role, though the specifics remain unclear. Several autophagy modifiers have demonstrated beneficial effects in models of autoimmune disease, emphasizing their therapeutic potential as treatments for autoimmune disorders. The function of autophagy in the tumor microenvironment and immune cells is the subject of intensive study. The objective of this review is to investigate the role of autophagy in the simultaneous genesis of autoimmunity and malignancy, shedding light on both sides of the issue. We believe our work will assist in the organization of current understanding in the field and promote additional research on this urgent and crucial topic.