Autophagy is a lysosomal degradation pathway that functions to promote cell survival and maintain homeostasis by removing damaged organelles, unfolded proteins, and intracellular pathogens to lysosomes for degradation. Nonalcoholic fatty liver disease (NAFLD) is a clinicopathological syndrome whose hepatic histological features are similar to alcoholic liver disease (ALD), yet without excessive alcohol intake. Recent studies have revealed the close relationship of autophagy with development, progression, and outcome of NAFLD. Autophagy is capable of modulating lipid metabolism, improving insulin resistance, reducing oxidative stress, alleviating hepatocyte damage, etc., through multiple pathways. To induce hepatocyte autophagy pharmaceutically may be a novel therapeutic strategy for NAFLD. This review focuses on the mechanisms as well as the therapeutic targets of autophagy in NAFLD.