Autophagy is a conserved intracellular catabolic pathway that allows cells to maintain homeostasis through the degradation of deleterious components via specialized double-membrane vesicles called autophagosomes. During the past decades, it has been revealed that numerous pathogens, including viruses, usurp autophagy in order to promote their propagation. Nidovirales are an order of enveloped viruses with large single-stranded positive RNA genomes. Four virus families (Arterividae, Coronaviridae, Mesoniviridae, and Roniviridae) are part of this order, which comprises several human and animal pathogens of medical and veterinary importance. In host cells, Nidovirales induce membrane rearrangements including autophagosome formation. The relevance and putative mechanism of autophagy usurpation, however, remain largely elusive. Here, we review the current knowledge about the possible interplay between Nidovirales and autophagy.