Stressors ranging from nutrient deprivation to immune signaling can induce the degradation of cytoplasmic material by a process known as autophagy. Increasingly, research on autophagy has begun to focus on its role in inflammation and the immune response. Autophagy acts as an immune effector that mediates pathogen clearance. The roles of autophagy bridge both the innate and adaptive immune systems and include functions in thymic selection, antigen presentation, promotion of lymphocyte homeostasis and survival, and regulation of cytokine production. In this review, we discuss the mechanisms by which autophagy is regulated, as well as the functions of autophagy and autophagy proteins in immunity and inflammation.