Autophagy is an evolutionarily conserved lysosomal degradation process that is crucial for adaptation to stress as well as in cellular homeostasis. In cancer, our current understanding has uncovered multifaceted roles for autophagy in tumor initiation and progression. Although genetic evidence corroborates a critical role for autophagy as a tumor suppressor mechanism, autophagy can also promote the survival and fitness of advanced tumors subject to stress, which has important implications during breast cancer progression and metastasis. Here, I discuss the mechanisms and the evidence underlying these diverse roles for autophagy in cancer and speculate on specific circumstances in which autophagy can be most effectively targeted for breast cancer treatment.