Severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) orchestrates host factors to remodel endomembrane compartments for various steps of the infection cycle. SARS-CoV-2 also intimately intersects with the catabolic autophagy pathway during infection. In response to virus infection, autophagy acts as an innate defensive system by delivering viral components/particles to lysosomes for degradation. Autophagy also elicits antiviral immune responses. SARS-CoV-2, like other positive-stranded RNA viruses, has evolved various mechanisms to escape autophagic destruction and to hijack the autophagic machinery for its own benefit. In this review, we will focus on how the interplay between SARS-CoV-2 viral proteins and autophagy promotes viral replication and transmission. We will also discuss the pathogenic effects of SARS-CoV-2-elicited autophagy dysregulation and pharmacological interventions targeting autophagy for COVID-19 treatment.