Hsp40/DnaJ family proteins play important roles in the infection process of various viruses. Porcine DNAJB6 (pDNAJB6) is a major member of this family, but its role in modulating the replication of porcine circovirus type 2 (PCV2) is still unclear. In the present study, pDNAJB6 was found to be significantly upregulated by PCV2 infection, and confirmed to be interacted with PCV2 capsid (Cap) protein and co-localized at both cytoplasm and nucleus in the PCV2-infected cells. Knockout of pDNAJB6 significantly reduced the formation of autophagosomes in PCV2-infected cells or in the cells expressing Cap protein, whereas overexpression of pDNAJB6 showed an opposite effect. In addition, the domain mapping assay showed that the J domain of pDNAJB6 (amino acids (aa) 1-99) and the C terminus of Cap (162-234 aa) were required for the interaction of pDNAJB6 with Cap. Notably, the interaction of pDNAJB6 with Cap was very important to promoting the formation of autophagosomes induced by PCV2 infection or Cap expression and enhancing the replication of PCV2. Taken together, the results presented here show a novel function of pDNAJB6 in regulation of porcine circovirus replication that pDNAJB6 enhances the formation of autophagy to promote viral replication through interacting with viral capsid protein during PCV2 infection.