The skin is exposed to environmental insults such as UV light that cause oxidative damage to macromolecules. A centerpiece in the defense against oxidative stress is the Nrf2 (nuclear factor (erythroid-derived-2)-like 2)-mediated transcriptional upregulation of antioxidant and detoxifying enzymes and the removal of oxidatively damaged material. Autophagy has an important role in the intracellular degradation of damaged proteins and entire organelles, but its role in the epidermis has remained elusive. Here, we show that both UVA and UVA-oxidized phospholipids induced autophagy in epidermal keratinocytes. Oxidative stressors induced massive accumulation of high-molecular-weight protein aggregates containing the autophagy adaptor protein p62/SQSTM1 in autophagy-deficient (autophagy-related 7 (ATG7) negative) keratinocytes. Strikingly, even in the absence of exogenous stress, the expression of Nrf2-dependent genes was elevated in autophagy-deficient keratinocytes. Furthermore, we show that autophagy-deficient cells contained significantly elevated levels of reactive oxidized phospholipids. Thus, our data demonstrate that autophagy is crucial for both the degradation of proteins and lipids modified by environmental UV stress and for limiting Nrf2 activity in keratinocytes. Lipids that promote inflammation and tissue damage because of their reactivity and signaling functions are commonly observed in aged and diseased skin, and thus targeting autophagy may be a promising strategy to counteract the damage promoted by excessive lipid oxidation.