Autophagy is an essential process that maintains physiological homeostasis by promoting the transfer of cytoplasmic constituents to autophagolysosomes for degradation. In immune cells, the autophagy pathway plays an additional role in facilitating proper immunological functions. Specifically, the autophagy pathway can participate in controlling key steps in innate and adaptive immunity. Accordingly, alterations in autophagy have been linked to inflammatory diseases and defective immune responses against pathogens. In this review, we discuss the various roles of autophagy signaling in coordinating immune responses and how these activities are connected to pathological conditions. We highlight the therapeutic potential of autophagy modulators that can impact immune responses and the mechanisms of action responsible.