Macroautophagy or autophagy is a degradative pathway terminating in the lysosomal compartment after the formation of a cytoplasmic vacuole that engulfs macromolecules and organelles. The recent discovery of the molecular controls of autophagy that are common to eukaryotic cells from yeast to human suggests that the role of autophagy in cell functioning is far beyond its nonselective degradative capacity. The involvement of proteins with properties of tumor suppressor and oncogenic properties at different steps of the pathway implies that autophagy must be considered in tumor progression. Autophagy as a stress response mechanism protects cancer cells from low nutrient supply or therapeutic insults. Autophagy is also involved in the elimination of cancer cells by triggering a non-apoptotic cell death program, suggesting a negative role in tumor development. These two aspects of autophagy will be discussed in this review.