Autophagy is a kind of cell biological process that maintains the cell's energy level under nutrient-poor conditions, regulates the turnover of abnormal or aged proteins, and disposes of dysfunctional organelles. The autophagy system is activated as a novel signaling pathway in response to endoplasmic reticulum stress (ER stress)-induced insulin resistance (IR). Defective autophagy may be closely related to insulin resistance. There are at least three mechanistically distinct arms of ER stress that regulate the expression of key genes which not only function within the secretory pathway but also affect broad aspects of cell fate and the metabolism of proteins, amino acids, and lipids. ER stress-stimulated insulin resistance is mediated by the autophagy-dependent process. In settings of chronic ER stress, the associated autophagy may contribute to pathophysiological processes involved in a number of prevalent diseases, including diabetes. Whether autophagy plays a protective or harmful role in diabetes awaits further analysis. In this review, we will summarize the current knowledge about the emerging role of autophagy in ER stress-induced insulin resistance. Strategies to take advantage of the potential protective effect of autophagy remain important in the overall treatment of insulin resistance and type 2 diabetes.