Proteolytic machineries execute vital cellular functions and their disturbances are implicated in diverse medical conditions, including neurodegenerative diseases. Interestingly, calpains, a class of Ca2+-dependent regulatory proteases, can modulate the degradational system of autophagy by cleaving proteins involved in this pathway. Moreover, both machineries are common players in many molecular pathomechanisms and have been targeted individually or together, as a therapeutic strategy in experimental setups. In this review, we briefly introduce calpains and autophagy, with their roles in health and disease, and focus on their direct pathologically relevant interplay in neurodegeneration and beyond. The modulation of calpain activity may comprise a promising treatment approach to attenuate the deregulation of these two essential mechanisms.