Autophagy is a housekeeping process responsible for the bulk degradation of misfolded protein aggregates and damaged organelles through the lysosomal machinery. Given its key role as a cellular quality control mechanism, autophagy is now a focus of intense scrutiny in Alzheimer's disease (AD). The hallmarks of this devastating neurodegenerative disease are the accumulation of misfolded amyloid-β (Aβ) peptide and hyperphosphorylated tau protein and neuronal loss, which are accompanied by mitochondrial dysfunction and endoplasmic reticulum (ER) stress, suggesting that faulty autophagy is a contributing factor to AD pathology. Indeed, the AD brain is characterized by a massive accumulation of autophagic vacuoles within large swellings along dystrophic neurites and defects at different steps of the autophagic-lysosomal pathway. In this sense, this review provides an overview on the role of autophagy on Aβ metabolism, tau processing and clearance, and the contribution of ER-phagy and mitophagy to AD pathology. From a therapeutic perspective, this review also intends to clarify whether, when, and how autophagy can be targeted to efficaciously counteract AD-related symptomatic and neuropathological features.