Autophagy (macroautophagy; "self-eating") is a degradation process, in which cytoplasmic content is engulfed and degraded by the lysosome. And, immunity is an important mechanism of the "self-defense" system. Autophagy has long been recognized as a stress response to nutrient deprivation. This will provide energy and anabolic building blocks to maintain cellular bioenergetic homeostasis. Thus, autophagy plays critical roles in regulating a wide variety of pathophysiological processes, including tumorigenesis, embryo development, tissue remodeling, and most recently, immunity. The latter shows that a self-eating (autophagy) process could regulate a self-defense (immune) system. In this review, we summarize the recent findings regarding the regulatory and mechanistic insights of the autophagy pathway in immunity.