Autophagy is a highly conserved process that utilizes lysosomes to selectively degrade a variety of intracellular cargo, thus providing quality control over cellular components and maintaining cellular regulatory functions. Autophagy is triggered by multiple stimuli ranging from nutrient starvation to microbial infection. Autophagy extensively shapes and modulates the inflammatory response, the concerted action of immune cells, and secreted mediators aimed to eradicate a microbial infection or to heal sterile tissue damage. Here, we first review how autophagy affects innate immune signaling, cell-autonomous immune defense, and adaptive immunity. Then, we discuss the role of non-canonical autophagy in microbial infections and inflammation. Finally, we review how crosstalk between autophagy and inflammation influences infectious, metabolic, and autoimmune disorders.