Pediatric cancer remains the leading cause of disease-related death among children aged 1–14 years. A few risk factors have been conclusively identified, including exposure to pesticides, high-dose radiation, and specific genetic syndromes, but the etiology underlying most events remains unknown. The tumor microenvironment (TME) includes stromal cells, vasculature, fibroblasts, adipocytes, and different subsets of immunological cells. TME plays a crucial role in carcinogenesis, cancer formation, progression, dissemination, and resistance to therapy. Moreover, autophagy seems to be a vital regulator of the TME and controls tumor immunity. Autophagy is an evolutionarily conserved intracellular process. It enables the degradation and recycling of long-lived large molecules or damaged organelles using the lysosomal-mediated pathway. The multifaceted role of autophagy in the complicated neoplastic TME may depend on a specific context. Autophagy may function as a tumor-suppressive mechanism during early tumorigenesis by eliminating unhealthy intracellular components and proteins, regulating antigen presentation to and by immune cells, and supporting anti-cancer immune response. On the other hand, dysregulation of autophagy may contribute to tumor progression by promoting genome damage and instability. This perspective provides an assortment of regulatory substances that influence the features of the TME and the metastasis process. Mesenchymal cells in bone and soft-tissue sarcomas and their signaling pathways play a more critical role than epithelial cells in childhood and youth. The investigation of the TME in pediatric malignancies remains uncharted primarily, and this unique collection may help to include novel advances in this setting.