During an infection, expansion of immune cells, assembly of antibodies, and the induction of a febrile response collectively place continual metabolic strain on the host. These considerations also provide a rationale for nutritional support in critically ill patients. Yet, results from clinical and preclinical studies indicate that aggressive nutritional support does not always benefit patients and may occasionally be detrimental. Moreover, both vertebrates and invertebrates exhibit a decrease in appetite during an infection, indicating that such sickness-associated anorexia (SAA) is evolutionarily conserved. It also suggests that SAA performs a vital function during an infection. We review evidence signifying that SAA may present a mechanism by which autophagic flux is upregulated systemically. A decrease in serum amino acids during an infection promotes autophagy not only in immune cells, but also in nonimmune cells. Similarly, bile acids reabsorbed postprandially inhibit hepatic autophagy by binding to farnesoid X receptors, indicating that SAA may be an attempt to conserve autophagy. In addition, augmented autophagic responses may play a critical role in clearing pathogens (xenophagy), in the presentation of epitopes in nonprovisional antigen presenting cells and the removal of damaged proteins and organelles. Collectively, these observations suggest that some patients might benefit from permissive underfeeding.