Reactive oxygen species (ROS) and antioxidant ingredients are a series of crucial signaling molecules in oxidative stress response. Under some pathological conditions such as traumatic brain injury, ischemia/reperfusion, and hypoxia in tumor, the relative excessive accumulation of ROS could break cellular homeostasis, resulting in oxidative stress and mitochondrial dysfunction. Meanwhile, autophagy is also induced. In this process, oxidative stress could promote the formation of autophagy. Autophagy, in turn, may contribute to reduce oxidative damages by engulfing and degradating oxidized substance. This short review summarizes these interactions between ROS and autophagy in related pathological conditions referred to as above with a focus on discussing internal regulatory mechanisms. The tight interactions between ROS and autophagy reflected in two aspects: the induction of autophagy by oxidative stress and the reduction of ROS by autophagy. The internal regulatory mechanisms of autophagy by ROS can be summarized as transcriptional and post-transcriptional regulation, which includes various molecular signal pathways such as ROS-FOXO3-LC3/BNIP3-autophagy, ROS-NRF2-P62-autophagy, ROS-HIF1-BNIP3/NIX-autophagy, and ROS-TIGAR-autophagy. Autophagy also may regulate ROS levels through several pathways such as chaperone-mediated autophagy pathway, mitophagy pathway, and P62 delivery pathway, which might provide a further theoretical basis for the pathogenesis of the related diseases and still need further research.