Autophagy is a major topic of discussion in recent years, and is a physiological process of eukaryotic cells under metabolic stress as hunger, hypoxia, and drug treatment to gain energy by its degradation, and is closely related to the pathogenesis and progression of hematologic malignancies. At present, the results of study on the relationship between autophagy and hematologic malignancies has been found to be indistinct and contradictory. The appropriate treatment should inhibit the growth of tumor cells selectively and meanwhile have no damage to normal cells. So how to choose the target strategies plays an important role in the autophagy related treatment for hematologic malignancies. This article summarizes the occurrence and development of autophagy, the relationship between autophagy and hematologic malignancies, as well as the possible mechanism of autophagy in hematologic malignancies.