All the therapeutic strategies for treating cancers aim at killing the cancer cells via apoptosis (programmed cell death type I). Defective apoptosis endow tumor cells with survival. The cell can respond to such defects with autophagy. Autophagy is a cellular process by which cytoplasmic material is either degraded to maintain homeostasis or recycled for energy and nutrients in starvation. A plethora of evidence has shown that the role of autophagy in tumors is complex. A lot of effort is needed to underline the functional status of autophagy in tumor progression and treatment, and elucidate how to tweak autophagy to treat cancer. Furthermore, during the treatment of cancer, the limitation for the cure rate and survival is the phenomenon of multi drug resistance (MDR). The development of MDR is an intricate process that could be regulated by drug transporters, enzymes, anti-apoptotic genes or DNA repair mechanisms. Reports have shown that autophagy has a dual role in MDR. Furthermore, it has been reported that activation of a death pathway may overcome MDR, thus pointing the importance of other death pathways to regulate tumor cell progression and growth. Therefore, in this review we will discuss the role of autophagy in MDR tumors and a possible link amongst these phenomena.